Estimating the parameters of the generalized poisson AR(1) process

DOI10.1080/00949659708811798MaRDI QIDQ4346985zbMATH OpenOpenAlexFDO

Authors H. Al-Nachawati, Abdulhamid A. Alzaid, Ibrahim A. Alwasel

Publication date 19 October 1997

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659708811798

zbMATH Keywords

computer systemGaussian estimationgeneralized Poisson autoregressive process of order onenumbers of failuresquasi-binomial distributionsimulation studysmall sample performanceYule-Walker estimation

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• scientific article; zbMATH DE number 194136 (Why is no real title available?)
• scientific article; zbMATH DE number 1446704 (Why is no real title available?)
• Some autoregressive moving average processes with generalized Poisson marginal distributions

Cited in

(6)

• Estimating the parameters of the binomial autoregressive process of order one
• Lindley first-order autoregressive model with applications
• Exact predictors for a generalized ar(1) process with an ar(1) parameter
• Poisson-Lindley INAR(1) Processes: Some Estimation and Forecasting Methods
• A mixed generalized Poisson INAR model with applications
• Exponential-Gaussian distribution and associated time series models

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