Generalized RCINAR(p) Process with Signed Thinning Operator

DOI10.1080/03610918.2010.526739zbMATH Open1209.62203OpenAlexW2156548749MaRDI QIDQ3085290FDOQ3085290

Publication date: 31 March 2011

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2010.526739

Recommendations

Generalized RCINAR(1) process with signed thinning operator
Extended binomial AR(1) processes with generalized binomial thinning operator
P-thinned gamma process and corresponding random walk
Inference for INAR\((p)\) processes with signed generalized power series thinning operator
A study of RCINAR(1) process with generalized negative binomial marginals
A study of binomial AR(1) process with an alternative generalized binomial thinning operator
Structure theorems for generalized random processes
scientific article
On \(p\)-generalized elliptical random processes
Non-linear INAR(1) processes under an alternative geometric thinning operator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)

Cites Work

Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
Analysis of low count time series data by poisson autoregression
A non-stationary integer-valued autoregressive model
On conditional least squares estimation for stochastic processes
A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
A new look at time series of counts
Title not available (Why is that?)
Change-Point Analysis of Neuron Spike Train Data
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
Title not available (Why is that?)
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
Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process
An INAR(1) negative multinomial regression model for longitudinal count data
Analysing State Dependences in Emotional Experiences by Dynamic Count Data Models
Local asymptotic normality and efficient estimation for INAR(p) models
Note on integer-valued bilinear time series models

Cited In (14)

A parametric time series model with covariates for integers in Z
A geometric time series model with dependent Bernoulli counting series
First-order random coefficient INAR process with dependent counting series
Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
An INAR model with discrete Laplace marginal distributions
Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis
On random coefficient INAR(1) processes
A study of RCINAR(1) process with generalized negative binomial marginals
\( \mathbb{Z} \)-valued time series: models, properties and comparison
Title not available (Why is that?)
First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts
A Trinomial difference autoregressive model and its applications
A study of binomial AR(1) process with an alternative generalized binomial thinning operator

This page was built for publication: Generalized RCINAR(p) Process with Signed Thinning Operator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3085290)