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

DOI10.1080/03610918.2013.804556MaRDI QIDQ5259152zbMATH OpenOpenAlexFDO

Authors Dehui Wang, Haixiang Zhang

Publication date 24 June 2015

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.804556

zbMATH Keywords

frequency domain analysisrandom coefficientinteger-valued processWhittle criterionLjung-Box test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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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

(17)

• Maximum likelihood estimation of the SDMINAR( p ) model to analyze some COVID-19 data
• Maximum-likelihood estimation of the Po-MDDRCINAR( p ) model with analysis of a COVID-19 data
• 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
• Whittle likelihood estimation in INAR( p ) process
• 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
• Bivariate rounded \(\mathbb{Z} \)-valued autoregressive models with flexible auto- and cross-correlations
• Maximum likelihood estimation of the DDRCINAR(p) model

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