Poisson-Lindley INAR(1) Processes: Some Estimation and Forecasting Methods

DOI10.52547/JIRSS.19.2.145MaRDI QIDQ5152295zbMATH OpenOpenAlexFDO

Authors Roya Nasirzadeh, Atefeh Zamani

Publication date 17 September 2021

Published in Journal of the Iranian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.52547/jirss.19.2.145

zbMATH Keywords

autoregressiveestimationinteger-valued time seriesPoisson-Lindley distributionprediction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

(7)

• Poisson-Lindley INAR(1) model with applications
• Estimation and forecasting in SUINAR(1) model
• Forecasting in INAR(1) model
• On Estimation of the Bivariate Poisson INAR Process
• Some estimation and forecasting procedures in Poisson-Lindley INAR(1) process
• CLAR(1) point forecasting under estimation uncertainty
• Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients

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