A New Class of Autoregressive Models for Time Series of Binomial Counts
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Publication:3622061
DOI10.1080/03610920802233937zbMath1159.62059OpenAlexW2162637951MaRDI QIDQ3622061
Publication date: 23 April 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802233937
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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Cites Work
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- Stationary solutions for integer-valued autoregressive processes
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Binomial autoregressive moving average models
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Serial dependence of observations leading to contingency tables, and corrections to chi-squared statistics
- A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
