Jumps in binomial AR(1) processes

DOI10.1016/J.SPL.2009.06.010MaRDI QIDQ731941zbMATH OpenOpenAlexFDO

Authors Christian H. Weiß

Publication date 9 October 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.06.010

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• scientific article; zbMATH DE number 2154348 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• An approach to the probability distribution of cusum run length
• Controlling jumps in correlated processes of Poisson counts
• Discrete analogues of self-decomposability and stability
• Monitoring correlated processes with binomial marginals
• Thinning operations for modeling time series of counts -- a survey

Cited in

(20)

• A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
• Monitoring correlated processes with binomial marginals
• A statistical study for some classes of first-order mixed generalized binomial autoregressive models
• Two classes of dynamic binomial integer-valued ARCH models
• An ARL-unbiased modified \textit{np}-chart for autoregressive binomial counts
• Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
• Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
• Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
• A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
• Controlling jumps in correlated processes of Poisson counts
• INARCH(1) processes: Higher-order moments and jumps
• Chain binomial models and binomial autoregressive processes
• Poisson–geometric INAR(1) process for modeling count time series with overdispersion
• Extended binomial AR(1) processes with generalized binomial thinning operator
• A skew INAR(1) process on \(\mathbb {Z}\)
• Statistical inference for the covariates-driven binomial AR(1) process
• Constrained estimation for the binomial AR(1) model: on Bayesian approach
• Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
• Binomial AR(1) processes with innovational outliers
• One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data

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