A non-linear random environment INAR(1) model
DOI10.1016/J.CAM.2021.113408zbMATH Open1460.62153OpenAlexW3125027391MaRDI QIDQ2226328FDOQ2226328
Predrag Popović, Miroslav M. Ristić, Hassan S. Bakouch
Publication date: 12 February 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2021.113408
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Cites Work
- Discrete analogues of self-decomposability and stability
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Thinning operations for modeling time series of counts -- a survey
- Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
- Some geometric mixed integer-valued autoregressive (INAR) models
- First order autoregressive time series with negative binomial and geometric marginals
- Note on integer-valued bilinear time series models
- Nonlinearity tests for time series
- Thinning-based models in the analysis of integer-valued time series: a review
- A simple integer-valued bilinear time series model
- Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
- Random environment integer-valued autoregressive process
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
- Title not available (Why is that?)
- A bivariate integer-valued bilinear autoregressive model with random coefficients
Cited In (6)
- Non-linear INAR(1) processes under an alternative geometric thinning operator
- Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
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- Title not available (Why is that?)
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- Generalized random environment INAR models of higher order
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