Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables

DOI10.1111/anzs.12295zbMath1521.62175OpenAlexW3042307567MaRDI QIDQ6080821

Xin-Yang Wang

Publication date: 4 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.12295

zbMATH Keywords

variable selectiontime-series analysisPoisson autoregressivepenalised conditional least squares

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

Non-linear INAR(1) processes under an alternative geometric thinning operator ⋮ Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS ⋮ Semiparametric estimation of INAR models using roughness penalization ⋮ A new binomial autoregressive process with explanatory variables

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