Random environment integer-valued autoregressive process
From MaRDI portal
Recommendations
- Random environment threshold integer-valued autoregressive process and parameter estimation
- A non-linear random environment \(\mathrm{INAR}(1)\) model
- Estimation for random coefficient integer-valued autoregressive model under random environment
- scientific article; zbMATH DE number 7142727
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
Cites work
- A Poisson INAR(1) model with serially dependent innovations
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Analysis of low count time series data by poisson autoregression
- Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First order autoregressive time series with negative binomial and geometric marginals
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- First-order random coefficient integer-valued autoregressive processes
- Hidden Markov Models for Time Series
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Integer-valued self-exciting threshold autoregressive processes
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- Negative binomial time series models based on expectation thinning operators
- On some integer-valued autoregressive moving average models
- Some autoregressive moving average processes with generalized Poisson marginal distributions
- Some geometric mixed integer-valued autoregressive (INAR) models
- The combined \(\mathrm{INAR}(p)\) models for time series of counts
- Threshold models for integer-valued time series with infinite or finite range
- Zero truncated Poisson integer-valued AR\((1)\) model
Cited in
(32)- A bivariate integer-valued bilinear autoregressive model with random coefficients
- Investigating GQL-based inferential approaches for non-stationary BINAR(1) model under different quantum of over-dispersion with application
- Modelling with dispersed bivariate moving average processes
- A mixed bilinear INAR(1) model
- Parameter change test for periodic integer-valued autoregressive process
- The first-order seasonal integer-valued autoregression process with zero-inflated Poisson innovations; application to integer-valued seasonal data analysis with overdispersion
- Mixed Poisson INAR(1) processes
- Bivariate INAR(1) model under negative binomial innovations with non-homogeneous over-dispersed indices and application
- Random environment integer-valued autoregressive process with discrete Laplace marginal distributions
- On nonrecurrence of nonlinear random time delay autoregressive models under random environment
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- A seasonal geometric INAR process based on negative binomial thinning operator
- First-order random coefficient INAR process with dependent counting series
- Conditional least squares estimation of the parameters of higher order random environment INAR models
- A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
- A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
- A non-linear random environment \(\mathrm{INAR}(1)\) model
- Some estimation and forecasting procedures in Poisson-Lindley INAR(1) process
- Estimation for random coefficient integer-valued autoregressive model under random environment
- A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties
- Random environment threshold integer-valued autoregressive process and parameter estimation
- A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
- Random rounded integer-valued autoregressive conditional heteroskedastic process
- Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
- BINMA(1) model with COM-Poisson innovations: Estimation and application
- BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- Forecasting with two generalized integer-valued autoregressive processes of order one in the mutual random environment
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes
- Generalized random environment INAR models of higher order
- The asymptotic behavior of \(\mathrm{INAR}(p)\) models
This page was built for publication: Random environment integer-valued autoregressive process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2789393)
