Models for autoregressive processes of bounded counts: how different are they?
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Publication:2228223
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Cites work
- A New Class of Autoregressive Models for Time Series of Binomial Counts
- A new look at the statistical model identification
- A new look at time series of counts
- An Introduction to Discrete‐Valued Time Series
- Basic properties and prediction of max-ARMA processes
- Chain binomial models and binomial autoregressive processes
- Discrete analogues of self-decomposability and stability
- Efficient estimation and particle filter for max-stable processes
- Estimating the dimension of a model
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Information criteria for nonlinear time series models
- Model Selection and Model Averaging
- Model Selection and Multimodel Inference
- On Some Criteria for Estimating the Order of a Markov Chain
- On the estimation and application of max-stable processes
- On the performance of information criteria for model identification of count time series
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
- Selecting nonlinear time series models using information criteria
- The max-BARMA models for counts with bounded support
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
Cited in
(5)- Flexible binomial AR(1) processes using copulas
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
- \( \mathbb{Z} \)-valued time series: models, properties and comparison
- Modelling bounded integer-valued time series of counts with a novel class of Conway–Maxwell–Poisson–Binomial ARCH models
- An MCMC algorithm for bounded count time series hysteretic models with an application to disease infection
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