Extended binomial AR(1) processes with generalized binomial thinning operator

DOI10.1080/03610926.2019.1589519OpenAlexW2945686883WikidataQ127799136 ScholiaQ127799136MaRDI QIDQ5077435FDOQ5077435

Authors: Yao Kang, Dehui Wang, Kai Yang 

Publication date: 18 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1589519

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zbMATH Keywords

parameter estimationbinomial AR(1) processesdependent counting seriesgeneralized binomial thinning operator

Mathematics Subject Classification ID

Statistics (62-XX) Diagnostics, and linear inference and regression (62J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Discrete analogues of self-decomposability and stability
• The Lindeberg-Levy Theorem for Martingales
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Thinning operations for modeling time series of counts -- a survey
• Time series of count data: Modeling, estimation and diagnostics
• First-order random coefficient integer-valued autoregressive processes
• Title not available (Why is that?)
• Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
• The INARCH(1) model for overdispersed time series of counts
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• Bivariate binomial autoregressive models
• A skew INAR(1) process on \(\mathbb {Z}\)
• A geometric time series model with dependent Bernoulli counting series
• A geometric time series model with inflated-parameter Bernoulli counting series
• BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
• Monitoring correlated processes with binomial marginals
• Inference in binomial AR(1) models
• Jumps in binomial AR(1) processes
• Self-exciting threshold binomial autoregressive processes
• Modeling zero inflation in count data time series with bounded support
• Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
• Goodness-of-fit tests for binomial AR(1) processes
• An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
• Threshold autoregression analysis for finite-range time series of counts with an application on measles data
• A generalised NGINAR(1) process with inflated-parameter geometric counting series

Cited In (10)

• On binomial thinning and mixing
• A statistical study for some classes of first-order mixed generalized binomial autoregressive models
• A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
• Self-exciting hysteretic binomial autoregressive processes
• A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
• BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
• Statistical inference for the covariates-driven binomial AR(1) process
• Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
• Generalized RCINAR(p) Process with Signed Thinning Operator
• A study of binomial AR(1) process with an alternative generalized binomial thinning operator

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