INAR(1) processes with inflated-parameter generalized power series innovations
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Publication:2019874
DOI10.1515/JTSE-2019-0033OpenAlexW3032460072MaRDI QIDQ2019874FDOQ2019874
Authors: Tito Lívio, Marcelo Bourguignon, Fernando Nascimento 
Publication date: 22 April 2021
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jtse-2019-0033
Cites Work
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- Useful models for time series of counts or simply wrong ones?
- Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model
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- Title not available (Why is that?)
- Correlated destructive generalized power series cure rate models and associated inference with an application to a cutaneous melanoma data
- A GENERALIZATION OF THE CLASSICAL DISCRETE DISTRIBUTIONS
- A Class of Random Variables with Discrete Distributions
- First order non-negative integer valued autoregressive processes with power series innovations
- Certain properties of the generalized power series distribution
- Large and moderate deviations for the total population in the nearly unstable INAR(1) model
- Checking model adequacy for count time series by using Pearson residuals
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