Flexible binomial AR(1) processes using copulas

DOI10.1016/J.JSPI.2022.01.002MaRDI QIDQ2123273zbMATH OpenOpenAlexFDO

Authors Rui Zhang, Dehui Wang, Cong Li

Publication date 8 April 2022

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2022.01.002

zbMATH Keywords

beta-binomial AR(1) processbinomial AR(1) processcopulaparameter estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A class of bivariate distributions including the bivariate logistic
• A copula-based bivariate integer-valued autoregressive process with application
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
• Chain binomial models and binomial autoregressive processes
• CUSUM test for general nonlinear integer-valued GARCH models: comparison study
• Discrete analogues of self-decomposability and stability
• Flexible bivariate INAR(1) processes using copulas
• scientific article; zbMATH DE number 3152042 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 1093829 (Why is no real title available?)
• Modeling zero inflation in count data time series with bounded support
• Models for autoregressive processes of bounded counts: how different are they?
• Multivariate count autoregression
• New Approach of Directional Dependence in Exchange Markets Using Generalized FGM Copula Function
• On conditional least squares estimation for stochastic processes
• On the simultaneous associativity of F(x,y) and x+y-F(x,y)
• Parameter estimation for generalized random coefficient autoregressive processes
• Parametric families of multivariate distributions with given margins
• Random coefficient autoregressive models: an introduction
• Self-exciting threshold binomial autoregressive processes
• The Lindeberg-Levy Theorem for Martingales
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data
• Two classes of dynamic binomial integer-valued ARCH models

Cited in

(4)

• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
• A statistical study for some classes of first-order mixed generalized binomial autoregressive models
• A new binomial AR(1) process with dependent counting series driven by explanatory variables
• First-order random coefficient binomial AR process with dependent counting series

This page was built for publication: Flexible binomial AR(1) processes using copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2123273)