Some asymptotic properties in INAR(1) processes with Poisson marginals

DOI10.1007/BF02925270zbMATH Open1091.62527OpenAlexW1988015000MaRDI QIDQ1381202FDOQ1381202

Publication date: 1997

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925270

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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Queueing theory (aspects of probability theory) (60K25)

Cites Work

FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
Time series: theory and methods
On conditional least squares estimation for stochastic processes
Some ARMA models for dependent sequences of poisson counts
First order autoregressive time series with negative binomial and geometric marginals
On some integer-valued autoregressive moving average models
Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
Integer-valued branching processes with immigration
A Time Series Approach to Queueing Systems with Applications for Modeling Job-Shop In-Process Inventories

Cited In (25)

First-order integer valued AR processes with zero inflated Poisson innovations
A conditional count model for repeated count data and its application to GEE approach
Replicated INAR(1) processes
A new INARMA(1,1) model with Poisson marginals
Improved estimation for Poisson INAR(1) models
Two-step conditional least squares estimation in ADCINAR(1) process, revisited
Higher autocumulant functions for ADCINAR(1) process and bias-correction of some estimators
Asymptotic properties of CLS estimators in the Poisson AR(1) model
Asymptotic behavior of unstable INAR(\(p\)) processes
Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes
Whittle likelihood estimation in INAR(1) process
Estimation in conditional first order autoregression with discrete support
Queueing systems of INAR(1) processes with compound Poisson arrivals
Zero truncated Poisson integer-valued AR\((1)\) model
The effects of additive outliers in INAR(1) process and robust estimation
GENERALIZED INTEGER-VALUED AUTOREGRESSION
Analysis of the \(M/D/1\)-type queue based on an integer-valued first-order autoregressive process
On first-order integer-valued autoregressive process with Katz family innovations
Bias-correction of some estimators in the INAR(1) process
The marginal distribution of compound Poisson INAR(1) processes
Asymptotic inference for nearly unstable INAR(1) models
Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model
A Poisson INAR(1) process with a seasonal structure
An Analysis of Poisson Moving-Average Processes
A non-stationary integer-valued autoregressive model

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