Poisson difference integer valued autoregressive model of order one

MaRDI QIDQ2016320zbMATH OpenFDO

Authors Maha A. Omair, Abdulhamid A. Alzaid

Publication date 20 June 2014

Published in Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL http://math.usm.my/bulletin/html/vol37_2_15.html

zbMATH Keywords

extended binomial distributioninteger valued time seriesnonstationaryPoisson difference distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(21)

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• A new one-parameter discrete distribution with associated regression and integer-valued autoregressive models
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• A note on an integer valued time series model with Poisson-negative binomial marginal distribution
• Thinning-based models in the analysis of integer-valued time series: a review
• Integer-valued asymmetric GARCH modeling
• Semiparametric integer-valued autoregressive models on \(\mathbb{Z}\)
• Bernoulli difference time series models
• Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables
• \( \mathbb{Z} \)-valued time series: models, properties and comparison
• A Trinomial difference autoregressive model and its applications
• Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations
• A flexible threshold INAR(1) process with signed generalized power series thinning operator and Skellam innovation
• A novel time-varying coefficient Poisson difference model driven by observation
• A novel bounded ℤ-valued autoregressive model with its application on crime data
• Tobit models for count time series
• Zero-inflated Poisson INAR(1) model with periodic structure
• Tobit INARMA models for count time series with negative autocorrelation
• An extension of ℤ-valued time series with Poisson difference innovation via logistic regression
• Random multiplication versus random sum: autoregressive-like models with integer-valued random inputs

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