A non-linear random environment INAR(1) model

DOI10.1016/J.CAM.2021.113408MaRDI QIDQ2226328zbMATH OpenOpenAlexFDO

Authors Predrag Popović, Hassan S. Bakouch, Miroslav M. Ristić

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

zbMATH Keywords

nonlinear modelcount time seriesthinning operatorfloor operator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical epidemiology (92C60)

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Cites work

• scientific article; zbMATH DE number 7142727 (Why is no real title available?)
• A bivariate integer-valued bilinear autoregressive model with random coefficients
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• A simple integer-valued bilinear time series model
• Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• Discrete analogues of self-decomposability and stability
• First order autoregressive time series with negative binomial and geometric marginals
• Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
• Nonlinearity tests for time series
• Note on integer-valued bilinear time series models
• Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
• Random environment integer-valued autoregressive process
• Some geometric mixed integer-valued autoregressive (INAR) models
• Thinning operations for modeling time series of counts -- a survey
• Thinning-based models in the analysis of integer-valued time series: a review

Cited in

(13)

• Random environment integer-valued autoregressive process with discrete Laplace marginal distributions
• A first-order spatial integer-valued autoregressive \(\mathrm{SINAR}(1,1)\) model
• Non-linear INAR(1) processes under an alternative geometric thinning operator
• Random environment integer-valued autoregressive process
• Conditional least squares estimation of the parameters of higher order random environment INAR models
• Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
• Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
• scientific article; zbMATH DE number 1218926 (Why is no real title available?)
• scientific article; zbMATH DE number 1031948 (Why is no real title available?)
• Forecasting with two generalized integer-valued autoregressive processes of order one in the mutual random environment
• scientific article; zbMATH DE number 7142727 (Why is no real title available?)
• Generalized random environment INAR models of higher order
• The asymptotic behavior of \(\mathrm{INAR}(p)\) models

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