Integer-valued autoregressive processes with periodic structure

DOI10.1016/j.jspi.2009.12.015zbMath1185.62161MaRDI QIDQ2270279

Magda Monteiro, Isabel M. S. Pereira, Manuel G. Scotto

Publication date: 18 March 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10773/4427

zbMATH Keywords

binomial thinning; count processes; periodic autocovariances

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Least-squares estimation for bifurcating autoregressive processes
• The combined \(\mathrm{INAR}(p)\) models for time series of counts
• Cyclostationarity: half a century of research
• A multivariate approach to modeling univariate seasonal time series
• Least-squares estimation and ANOVA for periodic autoregressive time series
• First-order seasonal autoregressive processes with periodically varying parameters
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• Mixture periodic autoregressive time series models
• Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models
• Large Sample Properties of Parameter Estimates for Periodic ARMA Models
• Bivariate Time Series Modeling of Financial Count Data
• PARSIMONIOUS PERIODIC TIME SERIES MODELING
• A new look at time series of counts
• PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA
• ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS
• The Multivariate Ginar(p) Process
• Periodic Time Series Models
• Periodically Correlated Random Sequences
• Optimal Alarm Systems for Count Processes
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• Analysis of the \(M/D/1\)-type queue based on an integer-valued first-order autoregressive process