Some geometric mixed integer-valued autoregressive (INAR) models

DOI10.1016/j.spl.2012.01.007zbMath1242.62103MaRDI QIDQ434724

Miroslav M. Ristić, Aleksandar S. Nastić

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

zbMATH Keywords

binomial thinning; negative binomial thinning; geometric marginal distribution; INAR(1) models; INAR(2) models

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M09: Non-Markovian processes: estimation

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An INAR(1) model based on a mixed dependent and independent counting series, Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis, A mixed INAR(p) model, A geometric time series model with inflated-parameter Bernoulli counting series, A new skew integer valued time series process, Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation, Generalized random environment INAR models of higher order, Empirical likelihood for first-order mixed integer-valued autoregressive model, A non-linear random environment \(\mathrm{INAR}(1)\) model, Mixed Poisson INAR(1) processes, First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations, Random environment integer-valued autoregressive process, A geometric time series model with a new dependent Bernoulli counting series, A geometric time series model with dependent Bernoulli counting series, CONDITIONAL LEAST SQUARES ESTIMATION OF THE PARAMETERS OF HIGHER ORDER RANDOM ENVIRONMENT INAR MODElS, Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros

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