The combined Poisson INMA\((q)\) models for time series of counts
From MaRDI portal
Publication:2336934
DOI10.1155/2015/457842zbMath1435.62342OpenAlexW2041575630WikidataQ59111842 ScholiaQ59111842MaRDI QIDQ2336934
Publication date: 19 November 2019
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2015/457842
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
Related Items
Parameter estimation and diagnostic tests for INMA(1) processes, Inference for bivariate integer-valued moving average models based on binomial thinning operation
Cites Work
- Unnamed Item
- Unnamed Item
- The combined \(\mathrm{INAR}(p)\) models for time series of counts
- Time series: Theory and methods
- First-order random coefficient integer-valued autoregressive processes
- A geometric time series model with dependent Bernoulli counting series
- Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))
- Statistical Methods in Markov Chains
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Integer-Valued GARCH Process
- A regression model for time series of counts
- Integer-valued moving average (INMA) process
- Time series count data regression
- A p-Order signed integer-valued autoregressive (SINAR(p)) model