scientific article; zbMATH DE number 7234887

DOI10.13413/J.CNKI.JDXBLXB.2018436MaRDI QIDQ3307798zbMATH OpenFDO

Authors

Publication date 12 August 2020

Full work available at URL https://doi.org/10.13413/J.CNKI.JDXBLXB.2018436

zbMATH Keywords

integer-valued time seriespower series distributionsigned thinning operatorstationarity

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 5768113
• The asymptotic behavior of \(\mathrm{INAR}(p)\) models
• On mixing properties of some INAR models
• A mixed thinning based geometric INAR(1) model
• A mixed INAR(p) model
• Generalized RCINAR(p) Process with Signed Thinning Operator
• A mixed bilinear INAR(1) model
• Kazakov-Migdal model on the graph and Ihara zeta function
• Non-linear INAR(1) processes under an alternative geometric thinning operator
• An INAR(1) model based on a mixed dependent and independent counting series

Cited in

(8)

• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• A first-order spatial integer-valued autoregressive \(\mathrm{SINAR}(1,1)\) model
• Generalized RCINAR(1) process with signed thinning operator
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• A mixed thinning based geometric INAR(1) model
• A combined \(\mathrm{SDLINAR}(p)\) model and identification and prediction of its latent components
• An extension on INAR models with discrete Laplace marginal distributions
• A flexible threshold INAR(1) process with signed generalized power series thinning operator and Skellam innovation

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3307798)