On estimation of an integer valued autoregressive process with inflation or deflation of zeros

zbMATH Open1490.62242MaRDI QIDQ5087637FDOQ5087637

Authors: Fidel Henrique Fernandes, Marcelo Bourguignon, Linda Lee Ho 

Publication date: 1 July 2022

Full work available at URL: https://drive.google.com/file/d/1CYR0Y1iregrl9HsHBqwJy2JjMgkD07MS/view?usp=sharing

Recommendations

• Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
• Inferential aspects of the zero-inflated Poisson INAR(1) process
• A zero-inflated geometric INAR(1) process with random coefficient.
• A geometric time series model with inflated-parameter Bernoulli counting series
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations

zbMATH Keywords

maximum likelihoodYule-Walker estimatorsINAR(1) processconditional least squarezero-modified geometric distribution

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (2)

• Inferential aspects of the zero-inflated Poisson INAR(1) process
• Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros

This page was built for publication: On estimation of an integer valued autoregressive process with inflation or deflation of zeros

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5087637)