Generalized RCINAR(1) Process with Signed Thinning Operator

DOI10.1080/03610926.2010.551452zbMath1270.62125MaRDI QIDQ2920003

De-Hui Wang, Fukang Zhu, Hai-xiang Zhang

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

bootstrap; ergodicity; random coefficients; strict stationarity; integer-valued time series; generalized signed thinning

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G10: Stationary stochastic processes

62F40: Bootstrap, jackknife and other resampling methods

Related Items

Signed compound poisson integer-valued GARCH processes, Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis, Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations, First-order random coefficient INAR process with dependent counting series, Bivariate zero truncated Poisson INAR(1) process, A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning, Two classes of dynamic binomial integer-valued ARCH models, First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations

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