Statistical inference for first-order random coefficient integer-valued autoregressive processes

DOI10.1186/S13660-015-0886-YMaRDI QIDQ264371zbMATH OpenOpenAlexWikidataFDO

Authors Zhiwen Zhao, Yadi Hu

Publication date 31 March 2016

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-015-0886-y

zbMATH Keywords

least-squares methodasymptotic distributionrandom coefficient integer-valued autoregressive processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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• Estimation for a class of generalized state-space time series models.
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First-order random coefficient integer-valued autoregressive processes
• Inference for pth-order random coefficient integer-valued autoregressive processes
• On random coefficient INAR(1) processes
• Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
• Some ARMA models for dependent sequences of poisson counts
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses

Cited in

(18)

• Finite-sample properties of estimators for first and second order autoregressive processes
• A new estimation for INAR(1) process with Poisson distribution
• Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
• Estimation for random coefficient integer-valued autoregressive model under random environment
• Statistical inference for discrete-valued stochastic processes
• Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
• First-order random coefficient integer-valued autoregressive processes
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
• Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
• On first-order integer-valued autoregressive process with Katz family innovations
• Inference for random coefficient INAR(1) process based on frequency domain analysis
• First order non-negative integer valued autoregressive processes with power series innovations
• Statistical inference for the new INAR(2) models with random coefficient
• A parametric study for the first-order signed integer-valued autoregressive process
• Inference for pth-order random coefficient integer-valued autoregressive processes
• scientific article; zbMATH DE number 5927121 (Why is no real title available?)
• The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
• Conditional \(L_1\) estimation for random coefficient integer-valued autoregressive processes

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