The Multivariate Ginar(p) Process
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Publication:4339348
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(80)- Replicated INAR(1) processes
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Asymptotic inference for nearly unstable INAR(1) models
- An integer-valued autoregressive process for seasonality
- Statistical analysis of multivariate discrete-valued time series
- A geometric bivariate time series with different marginal parameters
- Efficient order selection algorithms for integer-valued ARMA processes
- Inference for bivariate integer-valued moving average models based on binomial thinning operation
- MCMC for Integer-Valued ARMA processes
- Queueing systems of INAR(1) processes with compound Poisson arrivals
- A bivariate integer-valued bilinear autoregressive model with random coefficients
- A parametric time series model with covariates for integers in Z
- A simple integer-valued bilinear time series model
- Bivariate zero truncated Poisson INAR(1) process
- Modeling, simulation and inference for multivariate time series of counts using trawl processes
- A bivariate INAR(1) model with different thinning parameters
- Asymptotic behavior of unstable INAR(\(p\)) processes
- Weakly dependent chains with infinite memory
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes
- A bivariate \(INAR(1)\) time series model with geometric marginals
- Estimation of parameters in the MDDRCINAR(p) model
- An estimation procedure for the Hawkes process
- A copula-based bivariate integer-valued autoregressive process with application
- MARM processes. I: General theory
- Flexible bivariate INAR(1) processes using copulas
- Integer-valued autoregressive processes with periodic structure
- Quantile regression for thinning-based INAR(1) models of time series of counts
- Count Time Series: A Methodological Review
- A bivariate INAR(1) process with application
- Space-time Integer-valued ARMA modelling for time series of counts
- On Estimation of the Bivariate Poisson INAR Process
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Some properties of multivariate INAR(1) processes
- A geometric time series model with dependent Bernoulli counting series
- Higher-order moments, cumulants and spectral densities of the NGINAR(1) process
- A negative binomial thinning‐based bivariate INAR(1) process
- Bivariate first-order random coefficient integer-valued autoregressive processes
- First-order integer valued AR processes with zero inflated Poisson innovations
- Regularized estimation in GINAR(\(p\)) process
- Generalized \(p\) value for multivariate Gaussian stochastic processes in continuous time
- Flexible bivariate Poisson integer-valued GARCH model
- Regularly varying nonstationary second-order Galton-Watson processes with immigration
- Exact Bayesian inference via data augmentation
- A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
- Hawkes and INAR(\(\infty\)) processes
- On the theory of periodic multivariate INAR processes
- An INAR(1) model based on a mixed dependent and independent counting series
- Parameter change test for periodic integer-valued autoregressive process
- A perturbation analysis of Markov chains models with time-varying parameters
- Communication in Statistics-Theory and methods improved GQL estimation method for the generalised BINMA(1) model
- Multivariate count autoregression
- Bivariate binomial autoregressive models
- On composite likelihood estimation of a multivariate INAR(1) model
- On tail behaviour of stationary second-order Galton-Watson processes with immigration
- Bivariate integer-autoregressive process with an application to mutual fund flows
- Thinning-based models in the analysis of integer-valued time series: a review
- 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
- On bivariate threshold Poisson integer-valued autoregressive processes
- An integer-valued time series model for multivariate surveillance
- Periodic INAR(1) model with Bell innovations distribution
- Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test
- A bilinear modeling in counts time series with applications
- Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
- 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
- Stationary count time series models
- On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes
- Local asymptotic normality and efficient estimation for multivariate \(\mathrm{GINAR}(p)\) models
- Existence of a periodic and seasonal INAR process
- Grouped network Poisson autoregressive model
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
- Bivariate INAR(1) model under negative binomial innovations with non-homogeneous over-dispersed indices and application
- Nonlinear Poisson autoregression and nonlinear Hawkes processes
- Count network autoregression
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