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

DOI10.1186/S13660-015-0886-YzbMATH Open1333.62219OpenAlexW2178514267WikidataQ59436375 ScholiaQ59436375MaRDI QIDQ264371FDOQ264371

Authors: Zhiwen Zhao, Yadi Hu 

Publication date: 31 March 2016

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

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

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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)

Cites Work

• Discrete analogues of self-decomposability and stability
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• First-order random coefficient integer-valued autoregressive processes
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• The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
• Inference for pth-order random coefficient integer-valued autoregressive processes
• Some ARMA models for dependent sequences of poisson counts
• Empirical likelihood inference for random coefficient INAR(\(p\)) process

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
• Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
• Empirical likelihood inference for first-order random coefficient integer-valued autoregressive processes
• 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
• Inference for pth-order random coefficient integer-valued autoregressive processes
• A parametric study for the first-order signed integer-valued autoregressive process
• Title not available (Why is that?)
• 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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