Generalized random environment INAR models of higher order
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Publication:1744142
DOI10.1007/S00009-017-1054-ZOpenAlexW2776452524MaRDI QIDQ1744142FDOQ1744142
Authors: Petra N. Laketa, Aleksandar S. Nastić, Miroslav M. Ristić
Publication date: 16 April 2018
Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00009-017-1054-z
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Cites Work
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- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- First-order random coefficient integer-valued autoregressive processes
- Inference for pth-order random coefficient integer-valued autoregressive processes
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- Zero truncated Poisson integer-valued AR\((1)\) model
- Some geometric mixed integer-valued autoregressive (INAR) models
- First order autoregressive time series with negative binomial and geometric marginals
- Some autoregressive moving average processes with generalized Poisson marginal distributions
- On some integer-valued autoregressive moving average models
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- The combined \(\mathrm{INAR}(p)\) models for time series of counts
- Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
- Random environment integer-valued autoregressive process
- Negative binomial time series models based on expectation thinning operators
- Modelling a non-stationary BINAR(1) Poisson process
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- Title not available (Why is that?)
Cited In (5)
- Random environment integer-valued autoregressive process with discrete Laplace marginal distributions
- Estimation for random coefficient integer-valued autoregressive model under random environment
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
- Title not available (Why is that?)
- Title not available (Why is that?)
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