On periodic integer-valued moving average (INMA (q)) models
From MaRDI portal
Publication:5887981
DOI10.1080/00949655.2022.2108031OpenAlexW4290705766MaRDI QIDQ5887981
Naushad Mamode Khan, Nawel Aries
Publication date: 21 April 2023
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2022.2108031
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Unnamed Item
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Some autoregressive moving average processes with generalized Poisson marginal distributions
- The combined \(\mathrm{INAR}(p)\) models for time series of counts
- Discrete analogues of self-decomposability and stability
- On some integer-valued autoregressive moving average models
- Useful models for time series of counts or simply wrong ones?
- An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
- Inferential aspects of the zero-inflated Poisson INAR(1) process
- Integer-valued autoregressive processes with periodic structure
- Bivariate binomial autoregressive models
- Bivariate Time Series Modeling of Financial Count Data
- Integer-Valued GARCH Process
- The distributional structure of finite moving-average processes
- Integer-valued moving average (INMA) process
- Some ARMA models for dependent sequences of poisson counts
- An Introduction to Discrete‐Valued Time Series
- A new geometric INAR(1) process based on counting series with deflation or inflation of zeros
- QMLE of periodic integer-valued time series models
- On some periodic INARMA(p,q) models
- On mixture periodic Integer-Valued ARCH models
- Efficient estimation in periodic INAR(1) model: parametric case
- A bivariate INAR(1) process with application
- Optimal Alarm Systems for Count Processes
- Periodically and Almost-Periodically Correlated Random Processes with a Continuous Time Parameter
- A review of INMA integer-valued model class, application and further development
- Analysis of the \(M/D/1\)-type queue based on an integer-valued first-order autoregressive process
- A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties
- On a periodic negative binomial SETINAR model
- On a periodic SETINAR model
This page was built for publication: On periodic integer-valued moving average (INMA (q)) models