Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model

DOI10.1007/S00362-017-0884-XzbMATH Open1432.62288OpenAlexW2586308959MaRDI QIDQ2010809FDOQ2010809

Yanyan Li

Publication date: 28 November 2019

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

Full work available at URL: https://doi.org/10.1007/s00362-017-0884-x

zbMATH Keywords

score testrandom coefficient modelsinteger-valued time seriesthinning parameter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cites Work

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Cited In (9)

• A new estimation for INAR(1) process with Poisson distribution
• A bivariate INAR(1) model with different thinning parameters
• Locally most powerful test for the random coefficient autoregressive model
• 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
• A study of RCINAR(1) process with generalized negative binomial marginals
• Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
• First-order integer-valued autoregressive process with Markov-switching coefficients
• Model-based INAR bootstrap for forecasting INAR\((p)\) models

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