Poisson difference integer valued autoregressive model of order one
From MaRDI portal
Publication:2016320
Recommendations
- A note on an integer valued time series model with Poisson-negative binomial marginal distribution
- First order non-negative integer valued autoregressive processes with power series innovations
- A new skew integer valued time series process
- A negative binomial integer-valued GARCH model
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
Cited in
(13)- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
- Integer-valued asymmetric GARCH modeling
- Bernoulli difference time series models
- A note on an integer valued time series model with Poisson-negative binomial marginal distribution
- Semiparametric integer-valued autoregressive models on \(\mathbb{Z}\)
- True integer value time series
- \( \mathbb{Z} \)-valued time series: models, properties and comparison
- A Skellam GARCH model
- Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables
- A new one-parameter discrete distribution with associated regression and integer-valued autoregressive models
- Thinning-based models in the analysis of integer-valued time series: a review
- 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
This page was built for publication: Poisson difference integer valued autoregressive model of order one
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2016320)