scientific article; zbMATH DE number 770225

MaRDI QIDQ4837997zbMATH OpenFDO

Authors Geneviève Gauthier, Alain Latour, Jean-Pierre Dion

Publication date 30 August 1995

Full work available at URL https://eudml.org/doc/11662

zbMATH Keywords

asymptotic normalityautoregressive moving average time seriesconsistencyexistence of a stationary distributionfunctionals of multitype branching processes with immigrationGINAR(d)integer-valued autoregressive time series

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Thinning operations for modeling time series of counts -- a survey
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• Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
• Replicated INAR(1) processes
• Local asymptotic normality and efficient estimation for INAR(p) models
• Maximum likelihood estimation of higher-order integer-valued autoregressive processes
• Asymptotic inference for nearly unstable INAR(1) models
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• Binomial thinning models for integer time series
• A p-order signed integer-valued autoregressive (SINAR(p)) model
• QMLE of periodic integer-valued time series models
• Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones
• Functional limit theorems for critical processes with immigration
• A simple integer-valued bilinear time series model
• Non-linear INAR(1) processes under an alternative geometric thinning operator
• Space-time Integer-valued ARMA modelling for time series of counts
• Periodic INAR(1) model with Bell innovations distribution
• Shrinkage estimation of integer-valued autoregressive processes of order one with covariates
• A unifying class of compound Poisson integer-valued ARMA and GARCH models
• Mean-preserving rounding integer-valued ARMA models
• Zero-inflated Poisson INAR(1) model with periodic structure
• Asymptotic distribution of the CLSE in a critical process with immigration

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