A pth-order random coefficients mixed binomial autoregressive process with explanatory variables

DOI10.1007/S00180-023-01396-8MaRDI QIDQ6596012zbMATH OpenFDO

Authors Han Li, Zijian Liu, Kai Yang, Xiaogang Dong, Wenshan Wang

Publication date 2 September 2024

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00180-023-01396-8

zbMATH Keywords

binomial autoregressive modelexplanatory variablesfinite-range integer-valued time seriesforecastingrandom coefficient model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cited in

(6)

• A new binomial AR(1) process with dependent counting series driven by explanatory variables
• Modeling endpoint inflations in counting time series data with dependent thinning operator
• A novel double-banded-threshold mixture autoregressive model
• Modeling offence counts with a class of mixed integer-valued autoregressive models with dynamic mixing probabilities
• A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables
• A class of smooth transition \(\mathbb{Z}\)-valued autoregressive model with signed binomial thinning

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