An INAR model with discrete Laplace marginal distributions
DOI10.1214/14-BJPS262zbMATH Open1381.62252MaRDI QIDQ288010FDOQ288010
Authors: Aleksandar S. Nastić, Miroslav M. Ristić, Miodrag S. Djordjević 
Publication date: 23 May 2016
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1453211805
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Cites Work
- Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- A non-stationary integer-valued autoregressive model
- Time series: theory and methods
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Inference for pth-order random coefficient integer-valued autoregressive processes
- A bivariate \(INAR(1)\) time series model with geometric marginals
- A mixed INAR(p) model
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- A discrete analogue of the Laplace distribution
- Generalized RCINAR(p) Process with Signed Thinning Operator
- On the quasi-likelihood estimation for random coefficient autoregressions
- A \(p\)-order signed integer-valued autoregressive (SINAR(\(p\))) model
- A skew Laplace distribution on integers
Cited In (8)
- Noise-indicator nonnegative integer-valued autoregressive time series of the first order
- Random environment integer-valued autoregressive process with discrete Laplace marginal distributions
- An extension on INAR models with discrete Laplace marginal distributions
- A novel geometric AR(1) model and its estimation
- Mixed Poisson INAR(1) processes
- A new INARMA(1,1) model with Poisson marginals
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
- A mixed INAR(p) model
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