A new estimation for INAR(1) process with Poisson distribution

DOI10.1007/S00180-021-01157-5zbMATH Open1505.62258OpenAlexW3202705313MaRDI QIDQ2155013FDOQ2155013

Dehui Wang, Feilong Lu

Publication date: 15 July 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01157-5

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zbMATH Keywords

empirical likelihoodtest statisticinteger-valued time series

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Discrete analogues of self-decomposability and stability
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• Analysis of low count time series data by poisson autoregression
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Empirical likelihood for linear models
• Empirical likelihood and general estimating equations
• Empirical likelihood
• Empirical likelihood ratio confidence intervals for a single functional
• Estimating equations, empirical likelihood and constraints on parameters
• First-order random coefficient integer-valued autoregressive processes
• Statistical inference for first-order random coefficient integer-valued autoregressive processes
• Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
• The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes
• Empirical likelihood inference for random coefficient INAR(p) process
• Improved estimation for Poisson INAR(1) models
• Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• First order autoregressive time series with negative binomial and geometric marginals
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes

Cited In (8)

• A new INARMA(1,1) model with Poisson marginals
• Title not available (Why is that?)
• Title not available (Why is that?)
• On Estimation of the Bivariate Poisson INAR Process
• Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case
• A Poisson INAR(1) model with serially dependent innovations
• Testing for Poisson arrivals in INAR(1) processes
• Poisson-Lindley INAR(1) Processes: Some Estimation and Forecasting Methods

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