Noise-indicator nonnegative integer-valued autoregressive time series of the first order
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Cites work
- scientific article; zbMATH DE number 2239337 (Why is no real title available?)
- A Class of Random Variables with Discrete Distributions
- A New Class of Autoregressive Models for Time Series of Binomial Counts
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- A geometric time series model with dependent Bernoulli counting series
- An INAR model with discrete Laplace marginal distributions
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Approximation Theorems of Mathematical Statistics
- Asymptotic distribution of the Yule--Walker estimator for INAR(p) processes
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
- Distributional properties and parameters estimation of GSB process: an approach based on characteristic functions
- EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION
- Efficient method of moments estimators for integer time series models
- Empirical Characteristic Function Estimation and Its Applications
- Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First order non-negative integer valued autoregressive processes with power series innovations
- First-order integer valued AR processes with zero inflated Poisson innovations
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- Local asymptotic normality and efficient estimation for INAR(p) models
- Model of general split-BREAK process
- On suitability of negative binomial marginals and geometric counting sequence in some applications of combined INAR(\(p\)) model
- Parameter estimation for INAR processes based on high-order statistics
- Stochastic analysis of GSB process
- The split-BREAK model
- The split-SV model
- Thinning operations for modeling time series of counts -- a survey
- Zero truncated Poisson integer-valued AR\((1)\) model
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