An integer-valued pth-order autoregressive structure (INAR(p)) process
From MaRDI portal
Publication:3484229
DOI10.2307/3214650zbMath0704.62081OpenAlexW2320528005MaRDI QIDQ3484229
M. A. Al-Osh, Abdulhamid A. Alzaid
Publication date: 1990
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214650
covariance functionPoisson distributionlimiting distributionjoint distributionsregressionautocorrelationstate space representationinteger-valued random variablediscrete-time dependent counting processesINAR(p) processstationary marginal distribution
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General second-order stochastic processes (60G12)
Related Items (only showing first 100 items - show all)
Statistical inference for first-order random coefficient integer-valued autoregressive processes ⋮ Empirical likelihood-based inference in Poisson autoregressive model with conditional moment restrictions ⋮ Bayesian analysis of the p-order integer-valued AR process with zero-inflated Poisson innovations ⋮ Dependence on a collection of Poisson random variables ⋮ Coherent forecasting for stationary time series of discrete data ⋮ QMLE of periodic integer-valued time series models ⋮ On some periodic INARMA(p,q) models ⋮ A new method of testing for a unit root in the INAR(1) model based on variances ⋮ Recent progress in parameter change test for integer-valued time series models ⋮ Efficient estimation in (PINAR(1)) model: semiparametric case ⋮ Estimation for random coefficient integer-valued autoregressive model under random environment ⋮ Queueing Systems of INAR(1) Processes with Compound Poisson Arrivals ⋮ Bivariate binomial autoregressive models ⋮ Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts ⋮ Time series analysis of categorical data using auto-mutual information ⋮ Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models ⋮ Estimation methods for a flexible INAR(1) COM-Poisson time series model ⋮ The Asymptotic Behavior of INAR (p) Models ⋮ Random rounded integer-valued autoregressive conditional heteroskedastic process ⋮ A geometric bivariate time series with different marginal parameters ⋮ Large and moderate deviations for the total population in the nearly unstable INAR(1) model ⋮ Parameter change test for periodic integer-valued autoregressive process ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Heterogeneous INAR(1) model with application to car insurance ⋮ Maximum likelihood estimation of the DDRCINAR(p) model ⋮ Monitoring a bivariate INAR(1) process with application to Hepatitis A ⋮ Modelling some stationary Markov processes and related characterizations ⋮ Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 ⋮ Parameter Change Test for Poisson Autoregressive Models ⋮ Testing for INAR effects ⋮ Dynamic model averaging adapted to dynamic regression models for time series of counts ⋮ Goodness-of-fit testing of a count time series' marginal distribution ⋮ Convolution-closed models for count time series with applications ⋮ The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models ⋮ Diagnostic checks for integer-valued autoregressive models using expected residuals ⋮ A combined geometric \(INAR(p)\) model based on negative binomial thinning ⋮ Testing for Poisson arrivals in INAR(1) processes ⋮ Estimation and testing for a Poisson autoregressive model ⋮ On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws ⋮ The ARMA alphabet soup: a tour of ARMA model variants ⋮ A threshold mixed count time series model: estimation and application ⋮ Asymptotic normality and parameter change test for bivariate Poisson INGARCH models ⋮ Periodic integer-valued bilinear time series model ⋮ A geometric time-series model with an alternative dependent Bernoulli counting series ⋮ Integer-valued moving average models with structural changes ⋮ Note on integer-valued bilinear time series models ⋮ Local asymptotic normality and efficient estimation for INAR(p) models ⋮ Maximum likelihood estimation of higher-order integer-valued autoregressive processes ⋮ A non-stationary integer-valued autoregressive model ⋮ Transform martingale estimating functions ⋮ Inferential aspects of the zero-inflated Poisson INAR(1) process ⋮ The combined \(\mathrm{INAR}(p)\) models for time series of counts ⋮ A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases ⋮ Asymptotic distribution of the CLSE in a critical process with immigration ⋮ Noise-indicator nonnegative integer-valued autoregressive time series of the first order ⋮ Correlated risks vs contagion in stochastic transition models ⋮ Some autoregressive moving average processes with generalized Poisson marginal distributions ⋮ Bootstrapping INAR models ⋮ Estimation in integer-valued moving average models ⋮ On Estimation of the Bivariate Poisson INAR Process ⋮ Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices ⋮ Thinning operations for modeling time series of counts -- a survey ⋮ Regression theory for categorical time series ⋮ Asymptotic behavior of unstable INAR(\(p\)) processes ⋮ Statistical modeling of warm-spell duration series using hurdle models ⋮ On weak dependence conditions: the case of discrete valued processes ⋮ A seasonal geometric INAR process based on negative binomial thinning operator ⋮ Model-based INAR bootstrap for forecasting INAR\((p)\) models ⋮ A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model ⋮ Non-parametric change-point estimation using string matching algorithms ⋮ Local asymptotic normality and efficient estimation for multivariate GINAR(p) models ⋮ A New Class of Autoregressive Models for Time Series of Binomial Counts ⋮ A note on an integer valued time series model with Poisson–negative binomial marginal distribution ⋮ Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach ⋮ Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis ⋮ First-order rounded integer-valued autoregressive (RINAR(1)) process ⋮ Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies ⋮ On the Rounded Integer-Valued Autoregressive Process ⋮ Binomial thinning models for integer time series ⋮ Modelling and coherent forecasting of zero-inflated count time series ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Conditional heteroscedasticity test for Poisson autoregressive model ⋮ Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models ⋮ A p-Order signed integer-valued autoregressive (SINAR(p)) model ⋮ Statistical analysis of multivariate discrete-valued time series ⋮ Asymptotic inference for nearly unstable INAR(1) models ⋮ On the construction of stationary AR(1) models via random distributions ⋮ A geometric time series model with a new dependent Bernoulli counting series ⋮ Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model ⋮ A parametric study for the first-order signed integer-valued autoregressive process ⋮ Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes ⋮ On a flexible construction of a negative binomial model ⋮ On MCMC sampling in self-exciting integer-valued threshold time series models ⋮ CUSUM test for general nonlinear integer-valued GARCH models: comparison study ⋮ Limit theorems for bifurcating integer-valued autoregressive processes ⋮ Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data ⋮ A geometric time series model with dependent Bernoulli counting series ⋮ Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning ⋮ On the quasi-likelihood estimation for random coefficient autoregressions ⋮ Individual effects and dynamics in count data models.
This page was built for publication: An integer-valued pth-order autoregressive structure (INAR(p)) process
