Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
DOI10.1214/18-BJPS421zbMATH Open1445.62232MaRDI QIDQ783300FDOQ783300
Authors: Zhengwei Liu, Qi Li, Fukang Zhu 
Publication date: 12 August 2020
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1588579220
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time series of countsrandom environmentbinomial thinninginteger-valued autoregressive (INAR) time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of statistics to social sciences (62P25)
Cites Work
- Discrete analogues of self-decomposability and stability
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Maximum likelihood estimation of higher-order integer-valued autoregressive processes
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- An Introduction to Discrete‐Valued Time Series
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First-order integer valued AR processes with zero inflated Poisson innovations
- Statistical Inference about Markov Chains
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Asymptotic behavior of unstable INAR(\(p\)) processes
- Efficient Probabilistic Forecasts for Counts
- Time series models with univariate margins in the convolution-closed infinitely divisible class
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Local asymptotic normality and efficient estimation for INAR(p) models
- Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
- Generalized random environment INAR models of higher order
- First-order random coefficients integer-valued threshold autoregressive processes
- Random environment integer-valued autoregressive process
- Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
Cited In (13)
- Random environment integer-valued autoregressive process with discrete Laplace marginal distributions
- Random environment integer-valued autoregressive process
- A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
- A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- On bivariate threshold Poisson integer-valued autoregressive processes
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models
- A non-linear random environment \(\mathrm{INAR}(1)\) model
- Estimation for random coefficient integer-valued autoregressive model under random environment
- A new minification integer‐valued autoregressive process driven by explanatory variables
- Existence of a periodic and seasonal INAR process
- Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
- Forecasting with two generalized integer-valued autoregressive processes of order one in the mutual random environment
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