Binomial AR(1) processes with innovational outliers

DOI10.1080/03610926.2019.1635704OpenAlexW2962303641WikidataQ127538812 ScholiaQ127538812MaRDI QIDQ5079051

Huaping Chen, Qi Li, Fukang Zhu

Publication date: 25 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1635704

zbMATH Keywords

parameter estimationoutliertime series of countsbinomial autoregression

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Minimum density power divergence estimator for negative binomial integer-valued GARCH models ⋮ A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation ⋮ Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data ⋮ A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application ⋮ Statistical inference for the covariates-driven binomial AR(1) process

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