Negative binomial time series models based on expectation thinning operators
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Publication:963878
DOI10.1016/j.jspi.2010.01.031zbMath1184.62160OpenAlexW2031749976MaRDI QIDQ963878
Publication date: 14 April 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.01.031
autoregressivebinomial thinninggeneralized discrete self-decomposabilityinversion of characteristic functionnegative binomial time seriesself-generalizability
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Related Items (16)
Modeling time series of counts with a new class of INAR(1) model ⋮ Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) ⋮ Count Data Time Series Models Based on Expectation Thinning ⋮ Test for Conditional Variance of Integer-Valued Time Series ⋮ Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process ⋮ Negative Binomial Autoregressive Process with Stochastic Intensity ⋮ On Shifted Geometric INAR(1) Models Based on Geometric Counting Series ⋮ Generalized random environment INAR models of higher order ⋮ Random environment integer-valued autoregressive process ⋮ An INAR(1) model based on a mixed dependent and independent counting series ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Computing probabilities of integer-valued random variables by recurrence relations ⋮ A geometric time series model with a new dependent Bernoulli counting series ⋮ On a flexible construction of a negative binomial model ⋮ Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis ⋮ A geometric time series model with dependent Bernoulli counting series
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