A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
From MaRDI portal
Publication:6586539
DOI10.1080/00949655.2023.2282742MaRDI QIDQ6586539FDOQ6586539
Authors: Yixuan Fan, Dehui Wang, Jianhua Cheng
Publication date: 13 August 2024
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Cites Work
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Title not available (Why is that?)
- Self-excited threshold Poisson autoregression
- On conditional least squares estimation for stochastic processes
- Composite lognormal-Pareto model with random threshold
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Useful models for time series of counts or simply wrong ones?
- Thinning operations for modeling time series of counts -- a survey
- Title not available (Why is that?)
- Time series of count data: Modeling, estimation and diagnostics
- First-order random coefficient integer-valued autoregressive processes
- Title not available (Why is that?)
- Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
- A negative binomial thinning‐based bivariate INAR(1) process
- Title not available (Why is that?)
- Testing for parameter constancy in non-Gaussian time series
- Title not available (Why is that?)
- Title not available (Why is that?)
- Integer-valued self-exciting threshold autoregressive processes
- Generalized Poisson autoregressive models for time series of counts
- Thinning-based models in the analysis of integer-valued time series: a review
- First-order random coefficients integer-valued threshold autoregressive processes
- Random environment integer-valued autoregressive process
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
- Coefficient constancy test in generalized random coefficient autoregressive model
- Self-exciting threshold binomial autoregressive processes
- Self-excited hysteretic negative binomial autoregression
- Self-exciting threshold models for time series of counts with a finite range
- An integer-valued threshold autoregressive process based on negative binomial thinning
- Nested sub-sample search algorithm for estimation of threshold models
- A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- Threshold negative binomial autoregressive model
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
- On bivariate threshold Poisson integer-valued autoregressive processes
- Hysteretic Poisson INGARCH model for integer-valued time series
- On MCMC sampling in self-exciting integer-valued threshold time series models
- Estimation for random coefficient integer-valued autoregressive model under random environment
- A geometric minification integer-valued autoregressive model
This page was built for publication: A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6586539)