First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties

DOI10.1111/j.1467-9574.1988.tb01521.xzbMath0647.62086OpenAlexW2043713114MaRDI QIDQ3792108

M. A. Al-Osh, Abdulhamid A. Alzaid

Publication date: 1988

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1988.tb01521.x

zbMATH Keywords

unimodalityself-decomposabilitymarginal distributionPoisson INAR(1) processfirst-order integer-valued autoregressive processlinear regression propertydistribution of the innovation processGINAR(1) processlinear backward regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15)

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Cites Work

• Discrete analogues of self-decomposability and stability
• Integer-valued branching processes with immigration
• ON THE UNIMODALITY OF THE GENERALIZED NEGATIVE BINOMIAL DISTRIBUTION
• Integer-valued self-similar processes
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• First-order autoregressive gamma sequences and point processes
• A mixed autoregressive-moving average exponential sequence and point process (EARMA 1,1)
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