Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process

From MaRDI portal
Publication:4216178

DOI10.1111/1467-9892.00102zbMath1127.62402OpenAlexW2043131298MaRDI QIDQ4216178

Alain Latour

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) modelEstimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))Count Data Time Series Models Based on Expectation ThinningOn some periodic INARMA(p,q) modelsOn aggregation of multitype Galton-Watson branching processes with immigrationTime series analysis of categorical data using auto-mutual informationPortmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR modelsMaximum likelihood estimation of the DDRCINAR(p) modelAsymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinningRegularized estimation in GINAR(\(p\)) processDiagnostic checks for integer-valued autoregressive models using expected residualsAdditive outliers in INAR(1) modelsPenalized empirical likelihood inference for the GINAR(p) modelCount Time Series: A Methodological ReviewFluctuations and precise deviations of cumulative INAR time seriesEstimation of parameters in the MDDRCINAR(p) modelA mixed generalized Poisson INAR model with applicationsAsymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processesEmpirical likelihood for a first-order generalized random coefficient integer-valued autoregressive processAn \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersionA multiplicative thinning‐based integer‐valued GARCH modelReplicated INAR(1) processesA geometric time-series model with an alternative dependent Bernoulli counting seriesInteger-valued autoregressive models for counts showing underdispersionNegative Binomial Autoregressive Process with Stochastic IntensityNote on integer-valued bilinear time series modelsCorrelated INAR(1) processZero-inflated Poisson and negative binomial integer-valued GARCH modelsOn two classes of reflected autoregressive processesLocal asymptotic normality and efficient estimation for INAR(p) modelsA mixed INAR(p) modelFirst‐order integer valued AR processes with zero inflated poisson innovationsA Poisson INAR(1) model with serially dependent innovationsSome recent progress in count time seriesGeneralized random environment INAR models of higher orderOrder shrinkage and selection for the INGARCH(p,q) modelBootstrapping INAR modelsNegative binomial time series models based on expectation thinning operatorsHigher-order moments, cumulants and spectral densities of the NGINAR(1) processThinning operations for modeling time series of counts -- a surveyTime-dependent Poisson reduced rank models for political text data analysisAsymptotic behavior of unstable INAR(\(p\)) processesINAR(1) processes with inflated-parameter generalized power series innovationsQuantile regression for thinning-based INAR(1) models of time series of countsRandom environment integer-valued autoregressive processAsymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processesInnovational Outliers in INAR(1) ModelsGeneralized integer-valued random coefficient for a first order structure autoregressive (RCINAR) processAuto-association measures for stationary time series of categorical dataLocal asymptotic normality and efficient estimation for multivariate GINAR(p) modelsDifference Equations for the Higher Order Moments and Cumulants of the INAR(p) ModelOn the Rounded Integer-Valued Autoregressive ProcessGeneralized RCINAR(p) Process with Signed Thinning OperatorThinning-based models in the analysis of integer-valued time series: a reviewModelling a non-stationary BINAR(1) Poisson processCONDITIONAL LEAST SQUARES ESTIMATION OF THE PARAMETERS OF HIGHER ORDER RANDOM ENVIRONMENT INAR MODElSA p-Order signed integer-valued autoregressive (SINAR(p)) modelA simple integer-valued bilinear time series modelRandom coefficients integer-valued threshold autoregressive processes driven by logistic regressionA new mixed first-order integer-valued autoregressive process with Poisson innovationsEstimation of parameters in the \(\mathrm{DDRCINAR}(p)\) modelOn a flexible construction of a negative binomial modelInference for pth-order random coefficient integer-valued autoregressive processesModelling of low count heavy tailed time series data consisting large number of zeros and onesA copula-based bivariate integer-valued autoregressive process with applicationInference for INAR\((p)\) processes with signed generalized power series thinning operatorRandom environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginalModeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processesA mixed thinning based geometric INAR(1) modelOn the quasi-likelihood estimation for random coefficient autoregressionsFirst-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