A Trinomial difference autoregressive model and its applications

DOI10.1002/STA4.596MaRDI QIDQ6548849zbMATH OpenFDO

Authors Huaping Chen, Jia-Yue Zhang, Fukang Zhu

Publication date 3 June 2024

Published in Stat (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityconditional maximum likelihood estimate\(\mathbb{Z}\)-valued AR modeltrinomial difference thinning operatortwo-step conditional least squares estimate

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A binomial integer-valued ARCH model
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• A trinomial difference distribution
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• Discrete analogues of self-decomposability and stability
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First-order rounded integer-valued autoregressive (RINAR(l)) process
• Generalized RCINAR(1) process with signed thinning operator
• Generalized RCINAR(p) Process with Signed Thinning Operator
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• Non-negative matrices and Markov chains.
• On the rounded integer-valued autoregressive process
• Poisson difference integer valued autoregressive model of order one
• Semiparametric integer-valued autoregressive models on \(\mathbb{Z}\)
• Two classes of dynamic binomial integer-valued ARCH models
• Two-step conditional least squares estimation for the bivariate Z-valued INAR(1) model with bivariate Skellam innovations

Cited in

(1)

• A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series

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