A bilinear modeling in counts time series with applications

DOI10.1016/J.CNSNS.2024.108282MaRDI QIDQ6604196zbMATH OpenFDO

Authors Rana Bamdadi, Mehrnaz Mohammadpour, Sakineh Ramezani

Publication date 12 September 2024

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CNSNS.2024.108282

zbMATH Keywords

forecastingINBL modelssaddlepoint approximationsieve bootstrapthinning operatorWhittle method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• A non-stationary integer-valued autoregressive model
• A simple integer-valued bilinear time series model
• A Tukey nonadditivity-type test for time series nonlinearity
• Bootstrap predictive inference for ARIMA processes
• Estimation and information in stationary time series
• Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• Integer-valued bilinear model with dependent counting series
• Integer-valued bilinear time series model with signed generalized power series thinning operator
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• Periodic integer-valued bilinear time series model
• Serial dependence and regression of Poisson INARMA models
• Testing for serial dependence in time series models of counts
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• The Multivariate Ginar(p) Process
• Thinning operations for modeling time series of counts -- a survey
• Thinning-based models in the analysis of integer-valued time series: a review

Cited in

(2)

• An integer-valued bilinear time series model via two random operators
• A new bivariate integer-valued autoregressive model with interaction effect

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