Periodic INAR(1) model with Bell innovations distribution
From MaRDI portal
Publication:6654640
Cites work
- scientific article; zbMATH DE number 770225 (Why is no real title available?)
- scientific article; zbMATH DE number 3336457 (Why is no real title available?)
- A mixture integer-valued ARCH model
- Asymptotic properties of CLS estimators in the Poisson AR(1) model
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
- Discrete analogues of self-decomposability and stability
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First-order integer valued AR processes with zero inflated Poisson innovations
- Integer-Valued GARCH Process
- Integer-valued autoregressive processes with periodic structure
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- On a measure of lack of fit in time series models
- On conditional least squares estimation for stochastic processes
- On periodic integer-valued moving average (INMA (q)) models
- On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion
- On some periodic INARMA(p,q) models
- Periodic negative binomial INGARCH(1, 1) model
- The Multivariate Ginar(p) Process
This page was built for publication: Periodic INAR(1) model with Bell innovations distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6654640)