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

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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)

Cites Work

• Discrete analogues of self-decomposability and stability
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• A non-stationary integer-valued autoregressive model
• Title not available (Why is that?)
• The Frequency Distribution of the Difference Between Two Poisson Variates Belonging to Different Populations
• Estimation in integer-valued moving average models
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• A p-Order signed integer-valued autoregressive (SINAR(p)) model
• First-order rounded integer-valued autoregressive (RINAR(l)) process
• GENERALIZED INTEGER-VALUED AUTOREGRESSION

Cited In (9)

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

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