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

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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)

Cites Work

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

Cited In (16)

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

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