On the rounded integer-valued autoregressive process

DOI10.1080/03610926.2012.661506zbMATH Open1462.62537OpenAlexW1968105966MaRDI QIDQ2815367FDOQ2815367

Authors Maher Kachour

Publication date 28 June 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2012.661506

zbMATH Keywords

least squares estimatorinteger-valued time seriesINAR modelsSkellam distributionR-INAR(p) modelrounding operator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Recommendations

• First-order rounded integer-valued autoregressive (RINAR(l)) process
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Random rounded integer-valued autoregressive conditional heteroskedastic process
• Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process
• First-order random coefficient integer-valued autoregressive processes

Cites work

• scientific article; zbMATH DE number 1959513 (Why is no real title available?)
• A \(p\)-order signed integer-valued autoregressive (SINAR(\(p\))) model
• A non-stationary integer-valued autoregressive model
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Discrete analogues of self-decomposability and stability
• Estimation in integer-valued moving average models
• Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First-order rounded integer-valued autoregressive (RINAR(l)) process
• GENERALIZED INTEGER-VALUED AUTOREGRESSION
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• The Frequency Distribution of the Difference Between Two Poisson Variates Belonging to Different Populations

Cited in

(10)

• A parametric study for the first-order signed integer-valued autoregressive process
• Random rounded integer-valued autoregressive conditional heteroskedastic process
• A Trinomial difference autoregressive model and its applications
• First-order rounded integer-valued autoregressive (RINAR(l)) process
• Integer-valued autoregressive processes with periodic structure
• Integer valued AR(1) with geometric innovations
• Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations
• A \(p\)-order signed integer-valued autoregressive (SINAR(\(p\))) model
• \( \mathbb{Z} \)-valued time series: models, properties and comparison
• A new minification integer‐valued autoregressive process driven by explanatory variables

This page was built for publication: On the rounded integer-valued autoregressive process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2815367)