A geometric time series model with inflated-parameter Bernoulli counting series
From MaRDI portal
Publication:334058
DOI10.1016/j.spl.2016.08.012zbMath1398.62222OpenAlexW2516406894MaRDI QIDQ334058
Fabio Fajardo Molinares, Patrick Borges, Marcelo Bourguignon
Publication date: 31 October 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.08.012
estimation\(\rho\)-binomial thinning\(\rho\)-GINAR(1) processinflated-parameter Bernoulli distribution
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
Related Items (11)
A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts ⋮ Fractional approaches for the distribution of innovation sequence of INAR(1) processes ⋮ Extended binomial AR(1) processes with generalized binomial thinning operator ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Regularized estimation in GINAR(\(p\)) process ⋮ Penalized empirical likelihood inference for the GINAR(p) model ⋮ A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases ⋮ Alternative procedures in dependent counting INAR process with application on COVID-19 ⋮ A time series model based on dependent zero inflated counting series ⋮ A new geometric INAR(1) process based on counting series with deflation or inflation of zeros ⋮ Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts
Cites Work
- Unnamed Item
- Some geometric mixed integer-valued autoregressive (INAR) models
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Discrete analogues of self-decomposability and stability
- A skew INAR(1) process on \(\mathbb {Z}\)
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- A geometric time series model with dependent Bernoulli counting series
- A geometric time-series model with an alternative dependent Bernoulli counting series
- First-order rounded integer-valued autoregressive (RINAR(1)) process
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- GENERALIZED INTEGER-VALUED AUTOREGRESSION
- Analysis of low count time series data by poisson autoregression
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- A mixed INAR(p) model
This page was built for publication: A geometric time series model with inflated-parameter Bernoulli counting series