Improved estimation for Poisson INAR(1) models
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Publication:5220877
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Cites work
- Analysis of low count time series data by poisson autoregression
- Asymptotic properties of CLS estimators in the Poisson AR(1) model
- Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
- First Order Autoregression: Inference, Estimation, and Prediction
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- scientific article; zbMATH DE number 3638844 (Why is no real title available?)
- scientific article; zbMATH DE number 1069600 (Why is no real title available?)
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
- Process capability analysis for serially dependent processes of Poisson counts
- Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model
- Some asymptotic properties in INAR(1) processes with Poisson marginals
- Unit root testing in integer-valued AR(1) models
Cited in
(24)- A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
- Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
- A new estimation for INAR(1) process with Poisson distribution
- Modelling with the novel INAR(1)-PTE process
- A new INARMA(1,1) model with Poisson marginals
- Asymptotic properties of CLS estimators in the Poisson AR(1) model
- Computing with bivariate COM-Poisson model under different copulas
- Bias-correction of some estimators in the INAR(1) process
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
- scientific article; zbMATH DE number 431756 (Why is no real title available?)
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- Comparison of parametric estimation methods for Poisson INAR(1) model with its applications
- scientific article; zbMATH DE number 813725 (Why is no real title available?)
- On Estimation of the Bivariate Poisson INAR Process
- A Poisson INAR(1) model with serially dependent innovations
- scientific article; zbMATH DE number 7460334 (Why is no real title available?)
- On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart
- A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series
- Poisson-Lindley INAR(1) Processes: Some Estimation and Forecasting Methods
- A Poisson INAR(1) process with a seasonal structure
- The effects of additive outliers in INAR(1) process and robust estimation
- Higher autocumulant functions for ADCINAR(1) process and bias-correction of some estimators
- Estimation in conditional first order autoregression with discrete support
- Serial dependence and regression of Poisson INARMA models
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