Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
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Publication:5367436
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Cited in
(37)- Regularized estimation in GINAR(\(p\)) process
- Forward and inverse structural uncertainty propagations under stochastic variables with arbitrary probability distributions
- Quantile regression for thinning-based INAR(1) models of time series of counts
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- On MCMC sampling in self-exciting integer-valued threshold time series models
- Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation
- Computing probabilities of integer-valued random variables by recurrence relations
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
- Improving the estimation and predictions of small time series models
- Poisson QMLE of count time series models
- Thinning-based models in the analysis of integer-valued time series: a review
- Parameter estimation for multivariate population processes: a saddlepoint approach
- Some estimation and forecasting procedures in Poisson-Lindley INAR(1) process
- Fast likelihood-based inference for latent count models using the saddlepoint approximation
- Generalized Poisson integer-valued autoregressive processes with structural changes
- Parameter estimation for discretely observed linear birth‐and‐death processes
- On bivariate threshold Poisson integer-valued autoregressive processes
- A nonparametric Bayesian analysis for meningococcal disease counts based on integer-valued threshold time series models
- A novel geometric AR(1) model and its estimation
- On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
- On strongly dependent zero-inflated INAR(1) processes
- Change-point analysis for binomial autoregressive model with application to price stability counts
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
- Saddlepoint method in integer-valued bilinear models
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
- Observation-driven random coefficient threshold INAR models for count time series
- Local asymptotic normality and optimal estimation for self-excited threshold generalized INAR(p) models
- A unifying class of compound Poisson integer-valued ARMA and GARCH models
- Forecasting natural disaster frequencies using nonstationary count time series models
- High-order self-excited threshold integer-valued autoregressive model: estimation and testing
- \(\mathrm{AR}(1)\) latent class models for longitudinal count data
- Quantile regression estimation for self-exciting threshold integer-valued autoregressive process
- A class of smooth transition \(\mathbb{Z}\)-valued autoregressive model with signed binomial thinning
- Tests for a structural break for nonnegative integer-valued time series
- Bias reduction for improved inference and diagnostic analysis in non-stationary Poisson INARX models with time-varying covariates
- Covariate-driven doubly stochastic bivariate integer-valued autoregressive processes
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
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