A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion

DOI10.1007/S00362-019-01111-0MaRDI QIDQ2066522zbMATH OpenOpenAlexFDO

Authors Yao Kang, Dehui Wang, Kai Yang

Publication date 14 January 2022

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-019-01111-0

zbMATH Keywords

binomial AR(1) processesbinomial thinning operatorforecastingparameter estimationPegram operator

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• A new class of INAR(1) model for count time series
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• Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
• BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
• Bivariate binomial autoregressive models
• Coherent forecasting for stationary time series of discrete data
• Discrete analogues of self-decomposability and stability
• Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
• First order non-negative integer valued autoregressive processes with power series innovations
• First-order integer valued AR processes with zero inflated Poisson innovations
• First-order random coefficients integer-valued threshold autoregressive processes
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• scientific article; zbMATH DE number 3174032 (Why is no real title available?)
• Inference in binomial AR(1) models
• Jumps in binomial AR(1) processes
• Modeling time series of counts with a new class of INAR(1) model
• Modeling zero inflation in count data time series with bounded support
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• On first-order integer-valued autoregressive process with Katz family innovations
• Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
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• Thinning operations for modeling time series of counts -- a survey
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data

Cited in

(24)

• An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
• The max-BARMA models for counts with bounded support
• A new binomial autoregressive process with explanatory variables
• Bayesian empirical likelihood inference for the generalized binomial AR(1) model
• First-order random coefficient mixed-thinning integer-valued autoregressive model
• A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts
• Statistical inference for the covariates-driven binomial AR(1) process
• Mixed Poisson INAR(1) processes
• Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
• Estimation of parameters in the MDDRCINAR(p) model
• Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
• Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
• A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning
• One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data
• A study for the NMBAR(1) processes
• Self-exciting hysteretic binomial autoregressive processes
• Change-point analysis for binomial autoregressive model with application to price stability counts
• A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
• Observation-driven random coefficient threshold INAR models for count time series
• Score-based bootstrap test for serial dependence in count time series
• A mixed BAR(1) model driven by serially dependent innovation with application
• Modeling endpoint inflations in counting time series data with dependent thinning operator
• A signed binomial autoregressive model for the bounded ℤ-valued time series
• Modeling and testing for endpoint-inflated count time series with bounded support

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