Maximum likelihood estimation of the DDRCINAR(p) model

DOI10.1080/03610926.2020.1741627MaRDI QIDQ5079206zbMATH OpenOpenAlexFDO

Authors

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/10.1080/03610926.2020.1741627

zbMATH Keywords

asymptotic distributionconditional least squaresconditional maximum likelihoodDDRCINAR(p) model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A combined geometric \(INAR(p)\) model based on negative binomial thinning
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Discrete analogues of self-decomposability and stability
• Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
• Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
• Estimation of Parameters in the NLAR(p) Model
• Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
• First-order observation-driven integer-valued autoregressive processes
• First-order random coefficient integer-valued autoregressive processes
• GENERALIZED INTEGER-VALUED AUTOREGRESSION
• scientific article; zbMATH DE number 52750 (Why is no real title available?)
• scientific article; zbMATH DE number 2206035 (Why is no real title available?)
• Inference for pth-order random coefficient integer-valued autoregressive processes
• Inference for random coefficient INAR(1) process based on frequency domain analysis
• Local asymptotic normality and efficient estimation for INAR(p) models
• Maximum likelihood estimation of higher-order integer-valued autoregressive processes
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• On conditional least squares estimation for stochastic processes
• Parameter estimation for generalized random coefficient autoregressive processes
• The combined \(\mathrm{INAR}(p)\) models for time series of counts
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• The Multivariate Ginar(p) Process
• Time series: theory and methods.

Cited in

(7)

• A class of kth-order dependence-driven random coefficient mixed thinning integer-valued autoregressive process to analyse epileptic seizure data and COVID-19 data
• A first-order random coefficient mixed-thinning threshold integer-valued autoregressive model to analyze the COVID-19 data
• Maximum likelihood estimation of the SDMINAR( p ) model to analyze some COVID-19 data
• Maximum-likelihood estimation of the Po-MDDRCINAR( p ) model with analysis of a COVID-19 data
• Statistical inference of pth-order generalized binomial autoregressive model
• A mixed INAR( p ) model with serially dependent innovation with application to some COVID-19 data
• A class of mixed thinning threshold integer-valued autoregressive model for the COVID-19 data

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