Inference for random coefficient INAR(1) process based on frequency domain analysis

Recommendations

Statistical inference for first-order random coefficient integer-valued autoregressive processes
First-order random coefficient integer-valued autoregressive processes
Inference for pth-order random coefficient integer-valued autoregressive processes
First-order random coefficient INAR process with dependent counting series
Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process

Cites work

A bivariate INAR(1) time series model with geometric marginals
A combined geometric \(INAR(p)\) model based on negative binomial thinning
A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
A new look at time series of counts
A study for missing values in PINAR(1)\(_T\) processes
An INAR(1) negative multinomial regression model for longitudinal count data
Analysis of low count time series data by poisson autoregression
Chain binomial models and binomial autoregressive processes
Change-Point Analysis of Neuron Spike Train Data
Changepoints in times series of counts
DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
Discrete analogues of self-decomposability and stability
Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
Empirical likelihood inference for random coefficient INAR(\(p\)) process
Estimation and information in stationary time series
FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
First-order random coefficient integer-valued autoregressive processes
First-order rounded integer-valued autoregressive (RINAR(l)) process
Generalized RCINAR(1) process with signed thinning operator
Generalized RCINAR(p) Process with Signed Thinning Operator
Inference for INAR\((p)\) processes with signed generalized power series thinning operator
Martingale Central Limit Theorems
Negative binomial time series models based on expectation thinning operators
On the estimation of the parameters of a power spectrum
Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis
Process capability analysis for serially dependent processes of Poisson counts
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
Some geometric mixed integer-valued autoregressive (INAR) models
Some recent progress in count time series
Testing for serial dependence in time series models of counts
The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
Zero truncated Poisson integer-valued AR\((1)\) model

Cited in

(13)

First-order random coefficient mixed-thinning integer-valued autoregressive model
Estimation of parameters in the MDDRCINAR(p) model
scientific article; zbMATH DE number 3915473 (Why is no real title available?)
Bivariate zero truncated Poisson INAR(1) process
First-order random coefficient INAR process with dependent counting series
Whittle likelihood estimation in INAR(1) process
Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
A study of RCINAR(1) process with generalized negative binomial marginals
On first-order integer-valued autoregressive process with Katz family innovations
Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
Statistical inference for the new INAR(2) models with random coefficient
Thinning-based models in the analysis of integer-valued time series: a review
Maximum likelihood estimation of the DDRCINAR(p) model

This page was built for publication: Inference for random coefficient INAR(1) process based on frequency domain analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5259152)