Generalized RCINAR(p) Process with Signed Thinning Operator

DOI10.1080/03610918.2010.526739zbMATH Open1209.62203OpenAlexW2156548749MaRDI QIDQ3085290FDOQ3085290

Authors: Dehui Wang, Haixiang 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

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 (17)

• 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
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• A study of RCINAR(1) process with generalized negative binomial marginals
• \( \mathbb{Z} \)-valued time series: models, properties and comparison
• Generalized RCINAR(1) process with signed thinning operator
• 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
• Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process
• 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)