The Multivariate Ginar(p) Process

DOI10.2307/1427868MaRDI QIDQ4339348zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

autocovariance functionexistenceforecastingmultivariate martingalespectral densitystationary and causal multivariate integer-valued autoregressive processtime series

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(only showing first 100 items - show all)

• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• Modeling, simulation and inference for multivariate time series of counts using trawl processes
• Some properties of multivariate INAR(1) processes
• A new bivariate integer-valued GARCH model allowing for negative cross-correlation
• Regularized estimation in GINAR(\(p\)) process
• MARM processes. I: General theory
• Quantile regression for thinning-based INAR(1) models of time series of counts
• Flexible bivariate Poisson integer-valued GARCH model
• Statistical analysis of multivariate discrete-valued time series
• On the theory of periodic multivariate INAR processes
• Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
• A perturbation analysis of Markov chains models with time-varying parameters
• A bivariate integer-valued bilinear autoregressive model with random coefficients
• On tail behaviour of stationary second-order Galton-Watson processes with immigration
• A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
• Integer-valued autoregressive processes with periodic structure
• Bivariate integer-autoregressive process with an application to mutual fund flows
• Multivariate count autoregression
• 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
• Generalized \(p\) value for multivariate Gaussian stochastic processes in continuous time
• Time series analysis of categorical data using auto-mutual information
• Replicated INAR(1) processes
• Asymptotic distribution of the Yule--Walker estimator for INAR(p) processes
• Bivariate binomial autoregressive models
• A bivariate INAR(1) model with different thinning parameters
• On composite likelihood estimation of a multivariate INAR(1) model
• A geometric time series model with dependent Bernoulli counting series
• Bivariate zero truncated Poisson INAR(1) process
• Hawkes and INAR(\(\infty\)) processes
• Efficient order selection algorithms for integer-valued ARMA processes
• A geometric bivariate time series with different marginal parameters
• Queueing systems of INAR(1) processes with compound Poisson arrivals
• A bivariate INAR(1) time series model with geometric marginals
• Asymptotic inference for nearly unstable INAR(1) models
• An estimation procedure for the Hawkes process
• A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
• scientific article; zbMATH DE number 770225 (Why is no real title available?)
• On Estimation of the Bivariate Poisson INAR Process
• Flexible bivariate INAR(1) processes using copulas
• An INAR(1) model based on a mixed dependent and independent counting series
• Local asymptotic normality and efficient estimation for multivariate \(\mathrm{GINAR}(p)\) models
• 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
• 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
• Maximum likelihood estimation of the DDRCINAR(p) model
• An integer-valued autoregressive process for seasonality
• A bivariate INAR(1) process with application
• Higher-order moments, cumulants and spectral densities of the NGINAR(1) process
• First-order integer valued AR processes with zero inflated Poisson innovations
• MCMC for Integer-Valued ARMA processes
• A simple integer-valued bilinear time series model
• Asymptotic behavior of unstable INAR(\(p\)) processes
• Inference for bivariate integer-valued moving average models based on binomial thinning operation
• Exact Bayesian inference via data augmentation
• 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
• 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
• On the adaptive Lasso estimator of AR(p) time series with applications to INAR(p) and Hawkes processes
• Bivariate INAR(1) model under negative binomial innovations with non-homogeneous over-dispersed indices and application
• Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations
• Grouped network Poisson autoregressive model
• Stationary count time series models
• A bilinear modeling in counts time series with applications
• An integer-valued time series model for multivariate surveillance
• Existence of a periodic and seasonal INAR process
• Count network autoregression
• Zero-inflated Poisson and negative binomial integer-valued GARCH models
• Periodic INAR(1) model with Bell innovations distribution
• Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
• Sequential monitoring process for bivariate signed integer-valued autoregressive models
• The Markov approximation of the periodic multivariate Poisson autoregression
• First-order mixed autoregressive model for bivariate mixed time series
• On bivariate self-exciting hysteretic integer-valued autoregressive processes
• Local asymptotic normality and optimal estimation for self-excited threshold generalized INAR(p) models
• Two-step estimations via the Dantzig selector for models of stochastic processes with high-dimensional parameters
• High-order self-excited multiple thresholds generalized integer-valued autoregressive model
• High-dimensional and banded integer-valued autoregressive processes
• Tests for counting sequences of integer-valued autoregressive models
• Modeling and inferences for bivariate signed integer-valued autoregressive models
• Variable selection in sparse multivariate GLARMA models: application to germination control by environment
• First-order multivariate integer-valued autoregressive model with multivariate mixture distributions
• The first-order seasonal integer-valued autoregression process with zero-inflated Poisson innovations; application to integer-valued seasonal data analysis with overdispersion
• Maximum likelihood estimation of the SDMINAR( p ) model to analyze some COVID-19 data
• Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models
• Mixing properties of non-stationary multi-variate count processes
• Modeling and inferences for bounded multivariate time series of counts
• A mixed INAR( p ) model with serially dependent innovation with application to some COVID-19 data
• A class of mixed thinning threshold integer-valued autoregressive model for the COVID-19 data
• A new bivariate integer-valued autoregressive model with interaction effect

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