Integer valued AR processes with explanatory variables

zbMATH Open1193.62157MaRDI QIDQ987138FDOQ987138

Authors: Victor Enciso-Mora, Peter Neal, T. Subba Rao 

Publication date: 13 August 2010

Published in: Sankhyā. Series B (Search for Journal in Brave)

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Cited In (20)

• On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
• First-order integer valued AR processes with zero inflated Poisson innovations
• Estimation of a digitised Gaussian ARMA model by Monte Carlo expectation maximisation
• Non-linear INAR(1) processes under an alternative geometric thinning operator
• Integer valued AR(1) with geometric innovations
• Integer-valued autoregressive processes with periodic structure
• Title not available (Why is that?)
• Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS
• GENERALIZED INTEGER-VALUED AUTOREGRESSION
• Model selection for time series of count data
• A new minification integer‐valued autoregressive process driven by explanatory variables
• Empirical likelihood inference for INAR(1) model with explanatory variables
• Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
• Exact Bayesian inference via data augmentation
• Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables
• An integer-valued autoregressive process for seasonality
• Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables
• Integer autoregressive models with structural breaks
• MCMC for Integer-Valued ARMA processes
• A new binomial autoregressive process with explanatory variables

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