Statistical inference for the covariates-driven binomial AR(1) process
DOI10.1007/S10255-021-1043-7zbMATH Open1476.62194OpenAlexW3205162469MaRDI QIDQ2240659FDOQ2240659
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
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Cites Work
- Discrete analogues of self-decomposability and stability
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- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
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- A New Class of Autoregressive Models for Time Series of Binomial Counts
- Inference in binomial AR(1) models
- Jumps in binomial AR(1) processes
- Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
- Goodness-of-fit tests for binomial AR(1) processes
- Extended binomial AR(1) processes with generalized binomial thinning operator
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
- Binomial AR(1) processes with innovational outliers
- Testing for an excessive number of zeros in time series of bounded counts
Cited In (7)
- A statistical study for some classes of first-order mixed generalized binomial autoregressive models
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- A New Class of Autoregressive Models for Time Series of Binomial Counts
- Title not available (Why is that?)
- 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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