Bivariate zero truncated Poisson INAR(1) process

DOI10.1016/J.JKSS.2015.11.002MaRDI QIDQ287409zbMATH OpenOpenAlexFDO

Authors Dehui Wang, Haixiang Zhang, Ning-Zhong Shi, Yan Liu

Publication date 26 May 2016

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2015.11.002

zbMATH Keywords

parameter estimationstationarityprobability generating functionbivariate INAR(1) processzero-truncated Poisson

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 997340 (Why is no real title available?)
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• First-order random coefficient integer-valued autoregressive processes
• Generalized RCINAR(1) process with signed thinning operator
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
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• Non-Linear Time Series
• On conditional least squares estimation for stochastic processes
• Robust estimation in truncated discrete distributions with application to capture-recapture experiments
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• Thinning operations for modeling time series of counts -- a survey
• Zero truncated Poisson integer-valued AR\((1)\) model
• Zero-truncated Poisson-Lindley distribution and its application

Cited in

(8)

• A multinomial autoregressive model for finite-range time series of counts
• Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables
• A study for the NMBAR(1) processes
• Zero truncated Poisson integer-valued AR\((1)\) model
• On Estimation of the Bivariate Poisson INAR Process
• Zero-truncated compound Poisson integer-valued GARCH models for time series
• Bivariate first-order random coefficient integer-valued autoregressive processes
• On bivariate threshold Poisson integer-valued autoregressive processes

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