First-order rounded integer-valued autoregressive (RINAR(1)) process

DOI10.1111/j.1467-9892.2009.00620.xzbMath1224.62060arXiv0902.1598OpenAlexW2142499857MaRDI QIDQ3077656

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Publication date: 22 February 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.1598

zbMATH Keywords

integer-valued time series: INAR modelsrounding operator: least squares estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Roundoff error (65G50)

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Uses Software

• EDDIE

Cites Work

• Unnamed Item
• Discrete analogues of self-decomposability and stability
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Integer-Valued GARCH Process
• Asymptotic Statistics
• Analysis of low count time series data by poisson autoregression
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• A simple integer-valued bilinear time series model