Periodic integer-valued bilinear time series model

DOI10.1080/03610926.2015.1014107zbMATH Open1360.62091OpenAlexW2326796620MaRDI QIDQ2979591FDOQ2979591

Authors Mohamed Bentarzi, Wissam Bentarzi

Publication date 25 April 2017

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

Full work available at URL https://doi.org/10.1080/03610926.2015.1014107

zbMATH Keywords

periodically correlated integer-valued processperiodic integer-valued diagonal bilinear modelperiodically causal modelstrictly and second moment periodically correlated integer-valued processYule-Walker estimations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A CONDITIONAL LEAST SQUARES APPROACH TO BILINEAR TIME SERIES ESTIMATION
• A simple integer-valued bilinear time series model
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• Discrete analogues of self-decomposability and stability
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Integer-Valued GARCH Process
• Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL

Cited in

(18)

• On mixture periodic Integer-Valued ARCH models
• Integer-valued bilinear model with dependent counting series
• An integer-valued bilinear time series model via two random operators
• Periodic negative binomial INGARCH(1, 1) model
• Stability analysis of the first-order periodic autoregressive diagonal bilinear model
• A simple integer-valued bilinear time series model
• A special integer-valued bilinear time series model with applications
• Asymptotic distribution of CLS estimators in the nearly unstable and unstable PINAR(1) model
• A bilinear modeling in counts time series with applications
• QMLE of periodic integer-valued time series models
• On some periodic INARMA(p,q) models
• PARSIMONIOUS PERIODIC TIME SERIES MODELING
• On a periodic SETINAR model
• Periodic integer-valued GARCH(1,1) model
• On a periodic negative binomial SETINAR model
• Integer-valued bilinear time series model with signed generalized power series thinning operator
• Seasonal count time series
• Note on integer-valued bilinear time series models

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