A special integer-valued bilinear time series model with applications

DOI10.15672/HUJMS.989627OpenAlexW4297966857MaRDI QIDQ5870941FDOQ5870941

Authors: Mehrnaz Mohammadpour 

Publication date: 24 January 2023

Full work available at URL: https://dergipark.org.tr/tr/pub/hujms/issue/72152/989627

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zbMATH Keywords

spectral density functionthinning operatorWhittle criterioninteger-valued bilinear processsieve bootstrap prediction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cites Work

• Time series: theory and methods.
• Discrete analogues of self-decomposability and stability
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• Estimation and information in stationary time series
• Limit theory for bilinear processes with heavy-tailed noise
• Bootstrap predictive inference for ARIMA processes
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• The sample ACF of a simple bilinear process
• Note on integer-valued bilinear time series models
• A simple integer-valued bilinear time series model
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• Extremes of bilinear time series models
• On some distributional properties of a first-order nonnegative bilinear time series model
• Periodic integer-valued bilinear time series model
• An integer-valued bilinear time series model via two random operators

Cited In (9)

• A bilinear modeling in counts time series with applications
• A Study on Discrete Bilal Distribution with Properties and Applications on Integervalued Autoregressive Process
• An integer-valued bilinear time series model via random Pegram and thinning operators
• Note on integer-valued bilinear time series models
• Integer-valued bilinear model with dependent counting series
• Periodic integer-valued bilinear time series model
• A combined \(\mathrm{SDLINAR}(p)\) model and identification and prediction of its latent components
• An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity
• A simple integer-valued bilinear time series model

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