A study of binomial AR(1) process with an alternative generalized binomial thinning operator
From MaRDI portal
Publication:6101008
DOI10.1007/s42952-022-00193-1MaRDI QIDQ6101008
No author found.
Publication date: 20 June 2023
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
parameter estimationbinomial AR(1) processesalternative dependent thinning operatordependent counting series
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Time series of count data: Modeling, estimation and diagnostics
- Discrete analogues of self-decomposability and stability
- On conditional least squares estimation for stochastic processes
- Modeling zero inflation in count data time series with bounded support
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
- Testing the dispersion structure of count time series using Pearson residuals
- A multinomial autoregressive model for finite-range time series of counts
- First-order random coefficient integer-valued autoregressive processes
- A geometric time series model with a new dependent Bernoulli counting series
- A geometric time series model with dependent Bernoulli counting series
- A geometric time-series model with an alternative dependent Bernoulli counting series
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data
- Extended binomial AR(1) processes with generalized binomial thinning operator
- Binomial AR(1) processes: moments, cumulants, and estimation
This page was built for publication: A study of binomial AR(1) process with an alternative generalized binomial thinning operator