A simple integer-valued bilinear time series model
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Publication:5480013
DOI10.1239/AAP/1151337085zbMATH Open1096.62082OpenAlexW2018684552MaRDI QIDQ5480013FDOQ5480013
Authors: Paul Doukhan, Alain Latour, Driss Oraichi 
Publication date: 25 July 2006
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1151337085
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Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Stationary stochastic processes (60G10)
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Cited In (30)
- A bivariate integer-valued bilinear autoregressive model with random coefficients
- Integer-valued self-exciting threshold autoregressive processes
- A mixed bilinear INAR(1) model
- Infinitely divisible distributions in integer-valued GARCH models
- Subsampling weakly dependent time series and application to extremes
- A geometric time series model with dependent Bernoulli counting series
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
- A multiplicative thinning‐based integer‐valued GARCH model
- An integer-valued bilinear time series model via two random operators
- Self-exciting hysteretic binomial autoregressive processes
- Some recent progress in count time series
- A special integer-valued bilinear time series model with applications
- A non-linear random environment \(\mathrm{INAR}(1)\) model
- A bilinear modeling in counts time series with applications
- An integer-valued bilinear time series model via random Pegram and thinning operators
- Note on integer-valued bilinear time series models
- On two classes of reflected autoregressive processes
- On the non-negative first-order exponential bilinear time series model
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- Integer-valued bilinear time series model with signed generalized power series thinning operator
- Comments on: Some recent theory for autoregressive count time series
- Integer-valued bilinear model with dependent counting series
- On some periodic INARMA(p,q) models
- Periodic integer-valued bilinear time series model
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Thinning-based models in the analysis of integer-valued time series: a review
- On weak dependence conditions: the case of discrete valued processes
- An integer-valued threshold autoregressive process based on negative binomial thinning
- On mixture periodic Integer-Valued ARCH models
- First-order rounded integer-valued autoregressive (RINAR(l)) process
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