Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
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Publication:2884863
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Cites work
- scientific article; zbMATH DE number 3240796 (Why is no real title available?)
- A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Asymptotic distribution of the Yule--Walker estimator for INAR(p) processes
- Asymptotic properties of CLS estimators in the Poisson AR(1) model
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Discrete analogues of self-decomposability and stability
- Estimation in conditional first order autoregression with discrete support
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- Explicit stationary distributions for some galton-watson processes with immigration
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First order autoregressive time series with negative binomial and geometric marginals
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- First-order random coefficient integer-valued autoregressive processes
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Negative binomial time series models based on expectation thinning operators
- Some autoregressive moving average processes with generalized Poisson marginal distributions
- Stationary solutions for integer-valued autoregressive processes
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Time series: theory and methods
- Zero truncated Poisson integer-valued AR\((1)\) model
Cited in
(30)- scientific article; zbMATH DE number 4015823 (Why is no real title available?)
- Negative binomial autoregressive process with stochastic intensity
- Noise-indicator nonnegative integer-valued autoregressive time series of the first order
- Mixed Poisson INAR(1) processes
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- A geometric time series model with dependent Bernoulli counting series
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
- A mixed thinning based geometric INAR(1) model
- The combined Poisson INMA\((q)\) models for time series of counts
- A note on an integer valued time series model with Poisson-negative binomial marginal distribution
- On suitability of negative binomial marginals and geometric counting sequence in some applications of combined INAR(\(p\)) model
- A new class of INAR(1) model for count time series
- An ARL-unbiased modified \textit{np}-chart for autoregressive binomial counts
- Efficient parameter estimation for independent and INAR(1) negative binomial samples
- Forecasting overdispersed INAR(1) count time series with negative binomial marginal
- A new INAR model based on Poisson-BE2 innovations
- Alternative procedures in dependent counting INAR process with application on COVID-19
- A study of RCINAR(1) process with generalized negative binomial marginals
- Some geometric mixed integer-valued autoregressive (INAR) models
- Bias-correction of some estimators in the INAR(1) process
- Zero-Inflated NGINAR(1) process
- The balanced discrete triplet Lindley model and its INAR(1) extension: properties and COVID-19 applications
- An INAR(1) model based on a mixed dependent and independent counting series
- On shifted geometric \(INAR(1)\) models based on geometric counting series
- Thinning-based models in the analysis of integer-valued time series: a review
- An integer-valued threshold autoregressive process based on negative binomial thinning
- An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
- Poisson-Lindley INAR(1) model with applications
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