The Multivariate Ginar(p) Process
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Publication:4339348
DOI10.2307/1427868zbMATH Open0871.62073OpenAlexW2312296303MaRDI QIDQ4339348FDOQ4339348
Authors: Alain Latour 
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
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forecastingtime seriesspectral densityexistenceautocovariance functionmultivariate martingalestationary and causal multivariate integer-valued autoregressive process
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in multivariate analysis (62H12)
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- A geometric time series model with dependent Bernoulli counting series
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- Multivariate count autoregression
- A bivariate INAR(1) model with different thinning parameters
- Asymptotic behavior of unstable INAR(\(p\)) processes
- Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes
- Estimation of parameters in the MDDRCINAR(p) model
- A bivariate \(INAR(1)\) time series model with geometric marginals
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- Bivariate zero truncated Poisson INAR(1) process
- A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
- Bivariate first-order random coefficient integer-valued autoregressive processes
- On composite likelihood estimation of a multivariate INAR(1) model
- On bivariate threshold Poisson integer-valued autoregressive processes
- Inference for bivariate integer-valued moving average models based on binomial thinning operation
- Integer-valued autoregressive processes with periodic structure
- Quantile regression for thinning-based INAR(1) models of time series of counts
- A negative binomial thinning‐based bivariate INAR(1) process
- Efficient order selection algorithms for integer-valued ARMA processes
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Space-time Integer-valued ARMA modelling for time series of counts
- Statistical analysis of multivariate discrete-valued time series
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- Weakly dependent chains with infinite memory
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- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
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- Zero-inflated Poisson and negative binomial integer-valued GARCH models
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- MARM processes. I: General theory
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- A copula-based bivariate integer-valued autoregressive process with application
- Thinning-based models in the analysis of integer-valued time series: a review
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- Bivariate binomial autoregressive models
- An integer-valued autoregressive process for seasonality
- A perturbation analysis of Markov chains models with time-varying parameters
- Modeling, simulation and inference for multivariate time series of counts using trawl processes
- Hawkes and INAR(\(\infty\)) processes
- A simple integer-valued bilinear time series model
- MCMC for Integer-Valued ARMA processes
- Higher-order moments, cumulants and spectral densities of the NGINAR(1) process
- Bivariate integer-autoregressive process with an application to mutual fund flows
- Time series analysis of categorical data using auto-mutual information
- Stationary count time series models
- Local asymptotic normality and efficient estimation for multivariate GINAR(p) models
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
- Bivariate INAR(1) model under negative binomial innovations with non-homogeneous over-dispersed indices and application
- Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
- A bilinear modeling in counts time series with applications
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
- An integer-valued time series model for multivariate surveillance
- Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test
- Existence of a periodic and seasonal INAR process
- Nonlinear Poisson autoregression and nonlinear Hawkes processes
- Periodic INAR(1) model with Bell innovations distribution
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
- On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes
- Maximum likelihood estimation of the DDRCINAR(p) model
- Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations
- Grouped network Poisson autoregressive model
- Count network autoregression
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