First-order random coefficient integer-valued autoregressive processes
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Cited in
(only showing first 100 items - show all)- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
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- A new estimation for INAR(1) process with Poisson distribution
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- A GQL-based inference in non-stationary BINMA(1) time series
- First-order random coefficients integer-valued threshold autoregressive processes
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- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
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- The combined Poisson INMA\((q)\) models for time series of counts
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- scientific article; zbMATH DE number 5927121 (Why is no real title available?)
- Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
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- Empirical likelihood inference for random coefficient INAR(p) process
- A mixed thinning based geometric INAR(1) model
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- A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations
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- A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations
- A study for the NMBAR(1) processes
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