A Study for Missing Values in PINAR(1)TProcesses

DOI10.1080/03610926.2012.717664zbMath1307.62208OpenAlexW2123090612MaRDI QIDQ5177582

De-Hui Wang, Boting Jia, Hai-xiang Zhang

Publication date: 13 March 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2012.717664

zbMATH Keywords

missing dataperiodic structurecounting processesinteger-valued autoregressive

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (4)

The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood ⋮ Statistical inference for self-exciting threshold INAR processes with missing values ⋮ Imputation-based semiparametric estimation for INAR(1) processes with missing data ⋮ Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis

Cites Work

• Integer-valued autoregressive processes with periodic structure
• Treating missing values in INAR(1) models: An application to syndromic surveillance data
• Bivariate Time Series Modeling of Financial Count Data
• A new look at time series of counts
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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