Some geometric mixed integer-valued autoregressive (INAR) models
DOI10.1016/J.SPL.2012.01.007zbMATH Open1242.62103OpenAlexW2025638390MaRDI QIDQ434724FDOQ434724
Authors: Aleksandar S. Nastić, Miroslav M. Ristić 
Publication date: 16 July 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.01.007
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
Cites Work
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Thinning operations for modeling time series of counts -- a survey
- Title not available (Why is that?)
- First-order random coefficient integer-valued autoregressive processes
- Inference for pth-order random coefficient integer-valued autoregressive processes
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Some autoregressive moving average processes with generalized Poisson marginal distributions
- Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- Explicit stationary distributions for some galton-watson processes with immigration
- The combined \(\mathrm{INAR}(p)\) models for time series of counts
Cited In (30)
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- A mixture integer-valued autoregressive model with a structural break
- Empirical likelihood for first-order mixed integer-valued autoregressive model
- Mixed Poisson INAR(1) processes
- A geometric time series model with dependent Bernoulli counting series
- A mixed thinning based geometric INAR(1) model
- Random environment integer-valued autoregressive process
- Integer valued AR(1) with geometric innovations
- A geometric time series model with a new dependent Bernoulli counting series
- A mixed INAR(p) model
- Conditional least squares estimation of the parameters of higher order random environment INAR models
- On suitability of negative binomial marginals and geometric counting sequence in some applications of combined INAR(\(p\)) model
- A geometric minification integer-valued autoregressive model
- A mixture integer-valued GARCH model
- A non-linear random environment \(\mathrm{INAR}(1)\) model
- A generalized mixture integer-valued GARCH model
- Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
- Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
- A geometric time series model with inflated-parameter Bernoulli counting series
- Inference for random coefficient INAR(1) process based on frequency domain analysis
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- An INAR(1) model based on a mixed dependent and independent counting series
- On shifted geometric \(INAR(1)\) models based on geometric counting series
- Statistical inference for the new INAR(2) models with random coefficient
- A new mixed first-order integer-valued autoregressive process with Poisson innovations
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- A mixed generalized Poisson INAR model with applications
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes
- A new skew integer valued time series process
- Generalized random environment INAR models of higher order
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