Generalized RCINAR(1) Process with Signed Thinning Operator

DOI10.1080/03610926.2010.551452zbMATH Open1270.62125OpenAlexW2123590880MaRDI QIDQ2920003FDOQ2920003

Haixiang Zhang, Dehui Wang, Fukang Zhu

Publication date: 23 October 2012

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

Full work available at URL: https://doi.org/10.1080/03610926.2010.551452

zbMATH Keywords

bootstrapergodicityrandom coefficientsstrict stationarityinteger-valued time seriesgeneralized signed thinning

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cites Work

• Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
• A non-stationary integer-valued autoregressive model
• Regression theory for categorical time series
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• On conditional least squares estimation for stochastic processes
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Serial dependence and regression of Poisson INARMA models
• First-order random coefficient integer-valued autoregressive processes
• Inference for pth-order random coefficient integer-valued autoregressive processes
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• Zero truncated Poisson integer-valued AR\((1)\) model
• Forecasting time series with sieve bootstrap
• First-order observation-driven integer-valued autoregressive processes
• Efficient order selection algorithms for integer-valued ARMA processes
• Local asymptotic normality and efficient estimation for INAR(p) models
• Note on integer-valued bilinear time series models

Cited In (12)

• Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
• A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
• First-order random coefficient INAR process with dependent counting series
• Bivariate zero truncated Poisson INAR(1) process
• Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis
• Two classes of dynamic binomial integer-valued ARCH models
• \( \mathbb{Z} \)-valued time series: models, properties and comparison
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
• Signed compound poisson integer-valued GARCH processes
• Generalized RCINAR(p) Process with Signed Thinning Operator
• A Trinomial difference autoregressive model and its applications
• A study of binomial AR(1) process with an alternative generalized binomial thinning operator

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