Poisson difference integer valued autoregressive model of order one

zbMATH Open1291.62159MaRDI QIDQ2016320FDOQ2016320

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

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

zbMATH Keywords

nonstationaryinteger valued time seriesextended binomial distributionPoisson difference distribution

Mathematics Subject Classification ID

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

Cited In (13)

• Integer-valued asymmetric GARCH modeling
• Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
• 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)