The Multivariate Ginar(p) Process
From MaRDI portal
Publication:4339348
DOI10.2307/1427868zbMath0871.62073OpenAlexW2312296303MaRDI QIDQ4339348
Publication date: 3 July 1997
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427868
existencetime seriesautocovariance functionforecastingspectral densitymultivariate martingalestationary and causal multivariate integer-valued autoregressive process
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (65)
Some properties of multivariate INAR(1) processes ⋮ A new bivariate integer-valued GARCH model allowing for negative cross-correlation ⋮ A bivariate INAR(1) model with different thinning parameters ⋮ Bivariate zero truncated Poisson INAR(1) process ⋮ Hawkes and INAR(\(\infty\)) processes ⋮ Queueing Systems of INAR(1) Processes with Compound Poisson Arrivals ⋮ Bivariate binomial autoregressive models ⋮ An estimation procedure for the Hawkes process ⋮ Time series analysis of categorical data using auto-mutual information ⋮ A geometric bivariate time series with different marginal parameters ⋮ Parameter change test for periodic integer-valued autoregressive process ⋮ Communication in Statistics-Theory and methods improved GQL estimation method for the generalised BINMA(1) model ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Maximum likelihood estimation of the DDRCINAR(p) model ⋮ Count Time Series: A Methodological Review ⋮ Estimation of parameters in the MDDRCINAR(p) model ⋮ On bivariate threshold Poisson integer-valued autoregressive processes ⋮ A negative binomial thinning‐based bivariate INAR(1) process ⋮ Nonlinear Poisson autoregression and nonlinear Hawkes processes ⋮ An integer-valued autoregressive process for seasonality ⋮ Flexible bivariate INGARCH process with a broad range of contemporaneous correlation ⋮ Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test ⋮ Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence ⋮ Space-time Integer-valued ARMA modelling for time series of counts ⋮ Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression ⋮ A bivariate \(INAR(1)\) time series model with geometric marginals ⋮ Replicated INAR(1) processes ⋮ A perturbation analysis of Markov chains models with time-varying parameters ⋮ A bivariate integer-valued bilinear autoregressive model with random coefficients ⋮ On the theory of periodic multivariate INAR processes ⋮ On tail behaviour of stationary second-order Galton-Watson processes with immigration ⋮ Zero-inflated Poisson and negative binomial integer-valued GARCH models ⋮ First‐order integer valued AR processes with zero inflated poisson innovations ⋮ A BINAR(1) time-series model with cross-correlated COM–Poisson innovations ⋮ A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases ⋮ Weakly dependent chains with infinite memory ⋮ On Estimation of the Bivariate Poisson INAR Process ⋮ Flexible Bivariate INAR(1) Processes Using Copulas ⋮ Asymptotic behavior of unstable INAR(\(p\)) processes ⋮ MCMC for Integer-Valued ARMA processes ⋮ Integer-valued autoregressive processes with periodic structure ⋮ Bivariate integer-autoregressive process with an application to mutual fund flows ⋮ Quantile regression for thinning-based INAR(1) models of time series of counts ⋮ A bivariate INAR(1) process with application ⋮ Multivariate count autoregression ⋮ Flexible bivariate Poisson integer-valued GARCH model ⋮ Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes ⋮ Modeling, simulation and inference for multivariate time series of counts using trawl processes ⋮ Exact Bayesian inference via data augmentation ⋮ An INAR(1) model based on a mixed dependent and independent counting series ⋮ Local asymptotic normality and efficient estimation for multivariate GINAR(p) models ⋮ Efficient order selection algorithms for integer-valued ARMA processes ⋮ Regularly varying nonstationary second-order Galton–Watson processes with immigration ⋮ A parametric time series model with covariates for integers in Z ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ A simple integer-valued bilinear time series model ⋮ Statistical analysis of multivariate discrete-valued time series ⋮ Asymptotic inference for nearly unstable INAR(1) models ⋮ Bivariate first-order random coefficient integer-valued autoregressive processes ⋮ Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model ⋮ A copula-based bivariate integer-valued autoregressive process with application ⋮ Inference for INAR\((p)\) processes with signed generalized power series thinning operator ⋮ On composite likelihood estimation of a multivariate INAR(1) model ⋮ Inference for bivariate integer-valued moving average models based on binomial thinning operation ⋮ A geometric time series model with dependent Bernoulli counting series
This page was built for publication: The Multivariate Ginar(p) Process
