Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
From MaRDI portal
Publication:4216178
DOI10.1111/1467-9892.00102zbMath1127.62402OpenAlexW2043131298MaRDI QIDQ4216178
Publication date: 21 October 1998
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00102
Related Items (72)
Modeling time series of counts with a new class of INAR(1) model ⋮ Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) ⋮ Count Data Time Series Models Based on Expectation Thinning ⋮ On some periodic INARMA(p,q) models ⋮ On aggregation of multitype Galton-Watson branching processes with immigration ⋮ Time series analysis of categorical data using auto-mutual information ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Maximum likelihood estimation of the DDRCINAR(p) model ⋮ Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 ⋮ Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning ⋮ Regularized estimation in GINAR(\(p\)) process ⋮ Diagnostic checks for integer-valued autoregressive models using expected residuals ⋮ Additive outliers in INAR(1) models ⋮ Penalized empirical likelihood inference for the GINAR(p) model ⋮ Count Time Series: A Methodological Review ⋮ Fluctuations and precise deviations of cumulative INAR time series ⋮ Estimation of parameters in the MDDRCINAR(p) model ⋮ A mixed generalized Poisson INAR model with applications ⋮ Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes ⋮ Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process ⋮ An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion ⋮ A multiplicative thinning‐based integer‐valued GARCH model ⋮ Replicated INAR(1) processes ⋮ A geometric time-series model with an alternative dependent Bernoulli counting series ⋮ Integer-valued autoregressive models for counts showing underdispersion ⋮ Negative Binomial Autoregressive Process with Stochastic Intensity ⋮ Note on integer-valued bilinear time series models ⋮ Correlated INAR(1) process ⋮ Zero-inflated Poisson and negative binomial integer-valued GARCH models ⋮ On two classes of reflected autoregressive processes ⋮ Local asymptotic normality and efficient estimation for INAR(p) models ⋮ A mixed INAR(p) model ⋮ First‐order integer valued AR processes with zero inflated poisson innovations ⋮ A Poisson INAR(1) model with serially dependent innovations ⋮ Some recent progress in count time series ⋮ Generalized random environment INAR models of higher order ⋮ Order shrinkage and selection for the INGARCH(p,q) model ⋮ Bootstrapping INAR models ⋮ Negative binomial time series models based on expectation thinning operators ⋮ Higher-order moments, cumulants and spectral densities of the NGINAR(1) process ⋮ Thinning operations for modeling time series of counts -- a survey ⋮ Time-dependent Poisson reduced rank models for political text data analysis ⋮ Asymptotic behavior of unstable INAR(\(p\)) processes ⋮ INAR(1) processes with inflated-parameter generalized power series innovations ⋮ Quantile regression for thinning-based INAR(1) models of time series of counts ⋮ Random environment integer-valued autoregressive process ⋮ Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes ⋮ Innovational Outliers in INAR(1) Models ⋮ Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process ⋮ Auto-association measures for stationary time series of categorical data ⋮ Local asymptotic normality and efficient estimation for multivariate GINAR(p) models ⋮ Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model ⋮ On the Rounded Integer-Valued Autoregressive Process ⋮ Generalized RCINAR(p) Process with Signed Thinning Operator ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Modelling a non-stationary BINAR(1) Poisson process ⋮ CONDITIONAL LEAST SQUARES ESTIMATION OF THE PARAMETERS OF HIGHER ORDER RANDOM ENVIRONMENT INAR MODElS ⋮ A p-Order signed integer-valued autoregressive (SINAR(p)) model ⋮ A simple integer-valued bilinear time series model ⋮ Random coefficients integer-valued threshold autoregressive processes driven by logistic regression ⋮ A new mixed first-order integer-valued autoregressive process with Poisson innovations ⋮ Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model ⋮ On a flexible construction of a negative binomial model ⋮ Inference for pth-order random coefficient integer-valued autoregressive processes ⋮ Modelling of low count heavy tailed time series data consisting large number of zeros and ones ⋮ A copula-based bivariate integer-valued autoregressive process with application ⋮ Inference for INAR\((p)\) processes with signed generalized power series thinning operator ⋮ Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal ⋮ Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes ⋮ A mixed thinning based geometric INAR(1) model ⋮ On the quasi-likelihood estimation for random coefficient autoregressions ⋮ First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
This page was built for publication: Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process