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

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

Authors: Feilong Lu, Dehui Wang 

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 pro\-cesses
• 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 (21)

• Comparison of parametric estimation methods for Poisson INAR(1) model with its applications
• Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions
• A new INARMA(1,1) model with Poisson marginals
• Improved estimation for Poisson INAR(1) models
• Efficient method of moments estimators for integer time series models
• Title not available (Why is that?)
• Estimation in conditional first order autoregression with discrete support
• Some estimation and forecasting procedures in Poisson-Lindley INAR(1) process
• Parameter estimation for a threshold Poisson log-linear autoregressive model
• CLAR(1) point forecasting under estimation uncertainty
• Title not available (Why is that?)
• Modelling with the novel INAR(1)-PTE process
• On Estimation of the Bivariate Poisson INAR Process
• Bayesian parameter estimation for Poisson AR model
• Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case
• On the discrete analogue of the Teissier distribution and its associated INAR(1) process
• Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model
• 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
• Poisson-Lindley INAR(1) model with applications

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