Statistical inference for the covariates-driven binomial AR(1) process

DOI10.1007/S10255-021-1043-7MaRDI QIDQ2240659zbMATH OpenOpenAlexFDO

Authors Dehui Wang, Shuai Cui, Shuhui Wang, Jianhua Cheng

Publication date 4 November 2021

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-021-1043-7

zbMATH Keywords

conditional least squaresconditional maximum likelihoodcovariates-driven binomial autoregressive (BAR(1)) model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3174032 (Why is no real title available?)
• scientific article; zbMATH DE number 1307590 (Why is no real title available?)
• scientific article; zbMATH DE number 1093829 (Why is no real title available?)
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
• Binomial AR(1) processes with innovational outliers
• Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
• Discrete analogues of self-decomposability and stability
• Extended binomial AR(1) processes with generalized binomial thinning operator
• Goodness-of-fit tests for binomial AR(1) processes
• Inference in binomial AR(1) models
• Jumps in binomial AR(1) processes
• On conditional least squares estimation for stochastic processes
• Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
• Testing for an excessive number of zeros in time series of bounded counts
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data

Cited in

(7)

• A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
• A statistical study for some classes of first-order mixed generalized binomial autoregressive models
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• scientific article; zbMATH DE number 2190880 (Why is no real title available?)
• Inference in binomial AR(1) models
• Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
• Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry

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