A Poisson INAR(1) process with a seasonal structure

DOI10.1080/00949655.2015.1015127MaRDI QIDQ5222339zbMATH OpenOpenAlexFDO

Authors Marcelo Bourguignon, Klaus L. P. Vasconcellos, Valdério Anselmo Reisen, Márton Ispány

Publication date 1 April 2020

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

Full work available at URL http://hdl.handle.net/2437/222586

zbMATH Keywords

conditional least squaresconditional maximum likelihoodINAR(1) modelseasonal periodYule-Walker

Mathematics Subject Classification ID

Statistics (62-XX)

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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
• Discrete analogues of self-decomposability and stability
• Estimation in conditional first order autoregression with discrete support
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Forecasting in INAR(1) model
• scientific article; zbMATH DE number 1069600 (Why is no real title available?)
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• Integer-valued autoregressive processes with periodic structure
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• On conditional least squares estimation for stochastic processes
• Some ARMA models for dependent sequences of poisson counts
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Thinning operations for modeling time series of counts -- a survey
• Time series analysis. Forecasting and control

Cited in

(47)

• The stationarity and spectral representation of one class of non-negative integer-valued time series
• Some asymptotic properties in INAR(1) processes with Poisson marginals
• Poisson-Lindley INAR(1) model with applications
• Generalized Poisson autoregressive models for time series of counts
• An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
• Additive outliers in INAR(1) models
• A seasonal geometric INAR process based on negative binomial thinning operator
• A new estimation for INAR(1) process with Poisson distribution
• Modelling with the novel INAR(1)-PTE process
• A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
• The combined Poisson INMA\((q)\) models for time series of counts
• Replicated INAR(1) processes
• Asymptotic distribution of the Yule--Walker estimator for INAR(p) processes
• Bias-correction of some estimators in the INAR(1) process
• Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
• Treating missing values in INAR(1) models: An application to syndromic surveillance data
• Conway–Maxwell–Poisson seasonal autoregressive moving average model
• The Poisson limit theorem for high extrema of a time series with seasonal component and monotone trend
• Estimating the parameters of the generalized poisson AR(1) process
• scientific article; zbMATH DE number 1069600 (Why is no real title available?)
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• Comparison of parametric estimation methods for Poisson INAR(1) model with its applications
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Beta seasonal autoregressive moving average models
• QMLE of periodic integer-valued time series models
• On some periodic INARMA(p,q) models
• Efficient estimation in (PINAR(1)) model: semiparametric case
• A new bootstrap resampling scheme for INAR processes with trend
• Modelling larceny data using an INARMA(1,1) model
• Efficient estimation in periodic INAR(1) model: parametric case
• An integer-valued autoregressive process for seasonality
• Improved estimation for Poisson INAR(1) models
• Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models
• Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
• Conditional least squares estimation for the SINAR(1, 1) process
• Locally asymptotically efficient estimation for parametric PINAR(p) models
• An alternative test for zero modification in the INAR(1) model with Poisson innovations
• Existence of a periodic and seasonal INAR process
• On random coefficient INAR processes with long memory
• The first-order seasonal integer-valued autoregression process with zero-inflated Poisson innovations; application to integer-valued seasonal data analysis with overdispersion
• First-order spatial dependent count integer-valued autoregressive (Sp-DCINAR(1,1)) process
• On Periodic Generalized Poisson INAR(1) Model
• On Periodic Generalized Poisson INAR ( p ) Models
• Zero-inflated Poisson INAR(1) model with periodic structure
• A new time-varying-threshold integer-valued autoregressive model
• Bias reduction for improved inference and diagnostic analysis in non-stationary Poisson INARX models with time-varying covariates
• Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case

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