A parametric study for the first-order signed integer-valued autoregressive process

DOI10.1080/15598608.2012.719816MaRDI QIDQ2320804zbMATH OpenOpenAlexFDO

Authors Christophe Chesneau, Maher Kachour

Publication date 27 August 2019

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15598608.2012.719816

zbMATH Keywords

INAR modelsinteger-valued time seriesRademacher \((p)-\mathbb{N}\) classSINAR modelsSkellam distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20)

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Cites work

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Cited in

(8)

• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Noise-indicator nonnegative integer-valued autoregressive time series of the first order
• Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
• A parametric time series model with covariates for integers in Z
• Thinning-based models in the analysis of integer-valued time series: a review
• A p-order signed integer-valued autoregressive (SINAR(p)) model
• Signed integer-valued autoregressive model with time-varying coefficients
• The correlation structure of the latent components of the time series with discrete Laplace marginals and its impact on parameter estimation

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