A new estimation for INAR(1) process with Poisson distribution
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Cites work
- Analysis of low count time series data by poisson autoregression
- Asymptotic properties of CLS estimators in the Poisson AR(1) model
- Discrete analogues of self-decomposability and stability
- Empirical likelihood
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- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First order autoregressive time series with negative binomial and geometric marginals
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Cited in
(21)- Estimation in conditional first order autoregression with discrete support
- A Poisson INAR(1) model with serially dependent innovations
- Modelling with the novel INAR(1)-PTE process
- Improved estimation for Poisson INAR(1) models
- CLAR(1) point forecasting under estimation uncertainty
- Testing for Poisson arrivals in INAR(1) processes
- On the discrete analogue of the Teissier distribution and its associated INAR(1) process
- scientific article; zbMATH DE number 7460334 (Why is no real title available?)
- Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model
- Efficient method of moments estimators for integer time series models
- Parameter estimation for a threshold Poisson log-linear autoregressive model
- Poisson-Lindley INAR(1) model with applications
- On Estimation of the Bivariate Poisson INAR Process
- Comparison of parametric estimation methods for Poisson INAR(1) model with its applications
- A new INARMA(1,1) model with Poisson marginals
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case
- scientific article; zbMATH DE number 431756 (Why is no real title available?)
- Poisson-Lindley INAR(1) Processes: Some Estimation and Forecasting Methods
- Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions
- Bayesian parameter estimation for Poisson AR model
- Some estimation and forecasting procedures in Poisson-Lindley INAR(1) process
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