Generalized RCINAR(p) Process with Signed Thinning Operator

DOI10.1080/03610918.2010.526739zbMath1209.62203OpenAlexW2156548749MaRDI QIDQ3085290

De-Hui Wang, Hai-xiang Zhang

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

Mathematics Subject Classification ID

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

Related Items (11)

An INAR model with discrete Laplace marginal distributions ⋮ A study of RCINAR(1) process with generalized negative binomial marginals ⋮ On random coefficient INAR(1) processes ⋮ \( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts ⋮ A parametric time series model with covariates for integers in Z ⋮ Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis ⋮ A geometric time series model with dependent Bernoulli counting series ⋮ First-order random coefficient INAR process with dependent counting series ⋮ First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations ⋮ Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective

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