Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
From MaRDI portal
Publication:4540758
Recommendations
Cited in
(70)- Some properties of multivariate INAR(1) processes
- A statistical model for under- or overdispersed clustered and longitudinal count data
- Testing for parameter constancy in non-Gaussian time series
- Asymptotically honest fiducial generalized inference: an application in autoregressive models
- Non-stationary quasi-likelihood and asymptotic optimality
- A goodness-of-fit test for integer-valued autoregressive processes
- The max-BARMA models for counts with bounded support
- Stationary count time series models
- A model for integer-valued time series with conditional overdispersion
- Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality
- Godambe estimating functions and asymptotic optimal inference
- Autoregressive conditional proportion: A multiplicative‐error model for (0,1)‐valued time series
- Practical drift conditions for subgeometric rates of convergence.
- Absolute regularity and ergodicity of Poisson count processes
- Useful models for time series of counts or simply wrong ones?
- Transform martingale estimating functions
- A mixed thinning based geometric INAR(1) model
- Branching Markov processes and related asymptotics
- Time series of count data: Modeling, estimation and diagnostics
- A multiplicative thinning‐based integer‐valued GARCH model
- Efficient method of moments estimators for integer time series models
- Poisson QMLE for change-point detection in general integer-valued time series models
- Thinning operations for modeling time series of counts -- a survey
- Estimation in conditional first order autoregression with discrete support
- Models for autoregressive processes of bounded counts: how different are they?
- A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts
- A geometric minification integer-valued autoregressive model
- Poisson QMLE of count time series models
- Stationary mixture transition distribution (MTD) models via predictive distributions
- A broad class of partially specified autoregressions on multi-casting data
- Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
- Asymptotics for a class of generalized multicast autoregressive processes
- Testing for serial dependence in time series models of counts
- CLAR(1) point forecasting under estimation uncertainty
- Statistical analysis of multivariate discrete-valued time series
- Modeling time series of counts with a new class of INAR(1) model
- Modeling zero inflation in count data time series with bounded support
- Estimation on a GAR(1) Process by the EM Algorithm
- Flexible bivariate INAR(1) processes using copulas
- Lindley first-order autoregressive model with applications
- Goodness-of-fit testing of a count time series' marginal distribution
- Intuition for an Old Curiosity and an Implication for MCMC
- Binomial thinning models for integer time series
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
- On the ordering of credibility factors
- Entropy invariance for autoregressive processes constructed by linear filtering
- A time-series approach to non-self-financing hedging in a discrete-time incomplete market
- Partial Likelihood Inference For Time Series Following Generalized Linear Models
- Convolution-closed models for count time series with applications
- Modelling counts with state-dependent zero inflation
- Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model
- Zero-modified count time series modeling with an application to influenza cases
- A Poisson INAR(1) model with serially dependent innovations
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION
- Testing the dispersion structure of count time series using Pearson residuals
- Non-Gaussian bifurcating models and quasi-likelihood estimation
- An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
- Testing for Poisson arrivals in INAR(1) processes
- On periodic ergodicity of a general periodic mixed Poisson autoregression
- Least-squares estimation for bifurcating autoregressive processes
- Fitting non-Gaussian persistent data
- The max-INAR(1) model for count processes
- Structural Laplace Transform and Compound Autoregressive Models
- Estimation of autoregressive models with epsilon-skew-normal innovations
- On eigenvalues of the transition matrix of some count-data Markov chains
- A Note on Whittle's Likelihood
- An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
This page was built for publication: Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4540758)
