Stationary solutions for integer-valued autoregressive processes

DOI10.1155/IJMMS.2005.1zbMATH Open1082.60027OpenAlexW2046858210MaRDI QIDQ2569980FDOQ2569980

Authors: Emad-Eldin A. A. Aly, Nadjib Bouzar 

Publication date: 24 October 2005

Published in: International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/52165

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zbMATH Keywords

thinning

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General theory of stochastic processes (60G07)

Cited In (16)

• Negative binomial time series models based on expectation thinning operators
• Optimal Alarm Systems for Count Processes
• Count Data Time Series Models Based on Expectation Thinning
• On the time-reversibility of integer-valued autoregressive processes of general order
• Computing with bivariate COM-Poisson model under different copulas
• On some stationary INAR(1) processes with compound Poisson distributions
• Integer-valued autoregressive processes with periodic structure
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• On a class of \(\mathbb{Z}_+\)-valued autoregressive moving average (ARMA) processes
• On two classes of reflected autoregressive processes
• A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
• Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
• On shifted geometric \(INAR(1)\) models based on geometric counting series
• A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
• A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series

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