A new minification integer‐valued autoregressive process driven by explanatory variables
From MaRDI portal
Publication:6075176
DOI10.1111/anzs.12379zbMath1521.62168OpenAlexW4313332220MaRDI QIDQ6075176
Publication date: 20 October 2023
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12379
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Empirical likelihood inference for INAR(1) model with explanatory variables
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
- On conditional least squares estimation for stochastic processes
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Regression models for nonstationary categorical time series: Asymptotic estimation theory
- Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- Modelling heavy-tailedness in count time series
- A geometric minification integer-valued autoregressive model
- The max-INAR(1) model for count processes
- First-order random coefficient integer-valued autoregressive processes
- First-order observation-driven integer-valued autoregressive processes
- Coefficient constancy test in generalized random coefficient autoregressive model
- Testing for parameter constancy in non-Gaussian time series
- Minification processes and their transformations
- Discrete minification processes and reversibility
- Integer‐Valued Autoregressive Models With Survival Probability Driven By A Stochastic Recurrence Equation
- Analysis of low count time series data by poisson autoregression
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Minification processes with discrete marginals
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
- Semiparametric integer‐valued autoregressive models on ℤ
This page was built for publication: A new minification integer‐valued autoregressive process driven by explanatory variables