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

DOI10.1080/03610926.2020.1725822MaRDI QIDQ5079103zbMATH OpenOpenAlexFDO

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

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 normalitybinomial thinning operatorBorel distributioninteger-valued time series model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• scientific article; zbMATH DE number 5018192 (Why is no real title available?)
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• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First order non-negative integer valued autoregressive processes with power series innovations
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• On conditional least squares estimation for stochastic processes
• On shifted geometric \(INAR(1)\) models based on geometric counting series
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• The Borel-Tanner distribution
• Zero truncated Poisson integer-valued AR\((1)\) model

Cited in

(1)

• Periodic INAR(1) model with Bell innovations distribution

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