On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion

DOI10.1080/03610926.2020.1725822OpenAlexW3005011377MaRDI QIDQ5079103

Klaus L. P. Vasconcellos, Enai Taveira da Cunha, Marcelo Bourguignon

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/10.1080/03610926.2020.1725822

zbMATH Keywords

asymptotic normalityBorel distributionbinomial thinning operatorinteger-valued time series model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• First order non-negative integer valued autoregressive processes with power series innovations
• Zero truncated Poisson integer-valued AR\((1)\) model
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Discrete analogues of self-decomposability and stability
• On conditional least squares estimation for stochastic processes
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
• An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• Analysis of low count time series data by poisson autoregression
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• On Shifted Geometric INAR(1) Models Based on Geometric Counting Series
• Binomial thinning models for integer time series
• Integer-valued autoregressive models for counts showing underdispersion
• The Borel-Tanner distribution

This page was built for publication: On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion