A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
DOI10.1016/J.JKSS.2018.11.004zbMATH Open1416.62535OpenAlexW2903431393WikidataQ128836908 ScholiaQ128836908MaRDI QIDQ1740313FDOQ1740313
Authors: Meiju Yu, Kai Yang, Dehui Wang 
Publication date: 30 April 2019
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2018.11.004
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empirical likelihoodconditional least squaresnegative binomial thinningrandom coefficient INAR(1) models
Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15)
Cites Work
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- Blockwise empirical likelihood for time series of counts
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- Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
- Integer-valued self-exciting threshold autoregressive processes
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
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Cited In (10)
- A class of \(k\)th-order dependence-driven random coefficient mixed thinning integer-valued autoregressive process to analyse epileptic seizure data and COVID-19 data
- A seasonal geometric INAR process based on negative binomial thinning operator
- First-order random coefficient mixed-thinning integer-valued autoregressive model
- First-order random coefficient INAR process with dependent counting series
- A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
- A new minification integer‐valued autoregressive process driven by explanatory variables
- Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- A new RCAR(1) model based on explanatory variables and observations
- A study of binomial AR(1) process with an alternative generalized binomial thinning operator
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