Stationary solutions for integer-valued autoregressive processes

DOI10.1155/IJMMS.2005.1MaRDI QIDQ2569980zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

thinning

Mathematics Subject Classification ID

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

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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
• Integer-valued autoregressive processes with periodic structure
• On some stationary INAR(1) processes with compound Poisson distributions
• 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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