Fractional approaches for the distribution of innovation sequence of INAR(1) processes

DOI10.1080/03610926.2019.1568492MaRDI QIDQ5077416

Manoel Santos-Neto, Josemar Rodrigues, Marcelo Bourguignon, Narayanaswamy Balakrishnan

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.10645

zbMATH Keywords

time series; count data; innovation process; fractional decomposition; geometric-type distribution

Mathematics Subject Classification ID

62-XX: Statistics

Cites Work

• Unnamed Item
• Unnamed Item
• A bivariate INAR(1) model with different thinning parameters
• A geometric time series model with inflated-parameter Bernoulli counting series
• A geometric bivariate time series with different marginal parameters
• A bivariate \(INAR(1)\) time series model with geometric marginals
• Some geometric mixed integer-valued autoregressive (INAR) models
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
• Modelling time series of counts with deflation or inflation of zeros
• An integer-valued threshold autoregressive process based on negative binomial thinning
• A combined geometric \(INAR(p)\) model based on negative binomial thinning
• 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
• A geometric time-series model with an alternative dependent Bernoulli counting series
• Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• First order autoregressive time series with negative binomial and geometric marginals
• On Shifted Geometric INAR(1) Models Based on Geometric Counting Series
• An INAR(1) model based on a mixed dependent and independent counting series
• A new geometric INAR(1) process based on counting series with deflation or inflation of zeros
• A mixed thinning based geometric INAR(1) model
• Zero-Inflated NGINAR(1) process
• A generalised NGINAR(1) process with inflated‐parameter geometric counting series
• A mixed INAR(p) model
• Univariate Discrete Distributions