A multinomial autoregressive model for finite-range time series of counts

DOI10.1016/J.JSPI.2020.01.005MaRDI QIDQ2301124zbMATH OpenOpenAlexWikidataFDO

Authors Jie Zhang, Dehui Wang, Kai Yang, Yanju Xu

Publication date 28 February 2020

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

Full work available at URL https://doi.org/10.1016/j.jspi.2020.01.005

zbMATH Keywords

parameter estimationbinomial thinningmultinomial autoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3723610 (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 bivariate INAR(1) time series model with geometric marginals
• A new bivariate binomial time series model
• An INAR(1) negative multinomial regression model for longitudinal count data
• BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
• Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
• Bivariate binomial autoregressive models
• Bivariate zero truncated Poisson INAR(1) process
• Discrete analogues of self-decomposability and stability
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Modeling zero inflation in count data time series with bounded support
• Monitoring correlated processes with binomial marginals
• On composite likelihood estimation of a multivariate INAR(1) model
• On conditional least squares estimation for stochastic processes
• Self-exciting threshold binomial autoregressive processes
• Specification Tests for the Multinomial Logit Model
• The Lindeberg-Levy Theorem for Martingales
• Thinning operations for modeling time series of counts -- a survey
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data

Cited in

(4)

• A study of binomial AR(1) process with an alternative generalized binomial thinning operator
• A statistical study for some classes of first-order mixed generalized binomial autoregressive models
• Self-exciting hysteretic binomial autoregressive processes
• An ARL-unbiased modified \textit{np}-chart for autoregressive binomial counts

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