A mixed INAR(p) model
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Publication:5397965
DOI10.1111/J.1467-9892.2012.00806.XzbMATH Open1281.62205OpenAlexW1708758585MaRDI QIDQ5397965FDOQ5397965
Authors: Miroslav M. Ristić, Aleksandar S. Nastić 
Publication date: 25 February 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00806.x
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Cites Work
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- Some geometric mixed integer-valued autoregressive (INAR) models
- Explicit stationary distributions for some galton-watson processes with immigration
- The combined \(\mathrm{INAR}(p)\) models for time series of counts
Cited In (29)
- A mixed bilinear INAR(1) model
- A mixture integer-valued autoregressive model with a structural break
- Empirical likelihood for first-order mixed integer-valued autoregressive model
- A statistical study for some classes of first-order mixed generalized binomial autoregressive models
- A geometric time series model with dependent Bernoulli counting series
- A mixed thinning based geometric INAR(1) model
- A bivariate INAR(1) model with different thinning parameters
- Self-exciting hysteretic binomial autoregressive processes
- A class of \(k\)th-order dependence-driven random coefficient mixed thinning integer-valued autoregressive process to analyse epileptic seizure data and COVID-19 data
- Estimation of parameters in the MDDRCINAR(p) model
- First-order random coefficient mixed-thinning integer-valued autoregressive model
- An INAR model with discrete Laplace marginal distributions
- A geometric minification integer-valued autoregressive model
- A mixture integer-valued GARCH model
- A generalized mixture integer-valued GARCH model
- The combined \(\mathrm{INAR}(p)\) models for time series of counts
- Stationary solutions for integer-valued autoregressive processes
- A geometric time series model with inflated-parameter Bernoulli counting series
- Some geometric mixed integer-valued autoregressive (INAR) models
- Statistical modelling of COVID-19 and drug data via an INAR(1) process with a recent thinning operator and cosine Poisson innovations
- Title not available (Why is that?)
- A mixed stationary autoregressive model with exponential marginals
- A new mixed first-order integer-valued autoregressive process with Poisson innovations
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- Beta seasonal autoregressive moving average models
- A mixed generalized Poisson INAR model with applications
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes
- One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data
- The asymptotic behavior of \(\mathrm{INAR}(p)\) models
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