A class of max-INAR(1) processes with explanatory variables

DOI10.1080/00949655.2021.2015351OpenAlexW4200106228MaRDI QIDQ5086077FDOQ5086077

Authors: Lianyong Qian, Qi Li 

Publication date: 1 July 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.2015351

zbMATH Keywords

maximum likelihood estimationexplanatory variablesthinning operatorINARmax-AR process

Mathematics Subject Classification ID

Statistics (62-XX) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Discrete analogues of self-decomposability and stability
• Analysis of low count time series data by poisson autoregression
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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• Poisson autoregression
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• Inference for pth-order random coefficient integer-valued autoregressive processes
• Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
• Hidden Markov Models for Time Series
• The max-INAR(1) model for count processes
• First-order observation-driven integer-valued autoregressive processes
• Empirical likelihood inference for INAR(1) model with explanatory variables
• Title not available (Why is that?)
• A negative binomial integer-valued GARCH model
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
• Minification processes and their transformations
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• Minification processes with discrete marginals
• Self-excited hysteretic negative binomial autoregression
• The max-BARMA models for counts with bounded support
• Threshold negative binomial autoregressive model
• A geometric minification integer-valued autoregressive model

Cited In (1)

• On the extremes of the max-INAR(1) process for time series of counts

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