A new skew integer valued time series process

DOI10.1016/J.STAMET.2016.01.002zbMATH Open1487.62105OpenAlexW2292494552MaRDI QIDQ670104FDOQ670104

Authors Marcelo Bourguignon, Klaus L. P. Vasconcellos

Publication date 18 March 2019

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2016.01.002

zbMATH Keywords

INAR(1) processinteger-valued time seriesYule-Walker estimatorthinning operator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 1232374 (Why is no real title available?)
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• Thinning operations for modeling time series of counts -- a survey
• True integer value time series

Cited in

(9)

• Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
• A skew INAR(1) process on \(\mathbb {Z}\)
• Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts
• A note on an integer valued time series model with Poisson-negative binomial marginal distribution
• Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
• Poisson difference integer valued autoregressive model of order one
• Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
• \( \mathbb{Z} \)-valued time series: models, properties and comparison
• True integer value time series

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