Signed integer-valued autoregressive model with time-varying coefficients

DOI10.1080/03610918.2024.2428974MaRDI QIDQ6852514zbMATH OpenFDO

Authors Baoying Yang, Hai-Tao Zhang

Publication date 25 February 2026

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2024.2428974

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• A p-order signed integer-valued autoregressive (SINAR(p)) model
• A non-stationary integer-valued autoregressive model
• A parametric study for the first-order signed integer-valued autoregressive process
• A parametric time series model with covariates for integers in Z
• A semi-parametric integer-valued autoregressive model with covariates
• A zero-inflated geometric INAR(1) process with random coefficient.
• Asymptotic theory of nonlinear least squares estimation
• Conditional least squares estimation in nonstationary nonlinear stochastic regression models
• Efficient Estimation and Inferences for Varying-Coefficient Models
• First-order integer valued AR processes with zero inflated Poisson innovations
• Global kernel estimator and test of varying-coefficient autoregressive model
• scientific article; zbMATH DE number 3174032 (Why is no real title available?)
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Statistical inference for the covariates-driven binomial AR(1) process
• The Frequency Distribution of the Difference Between Two Poisson Variates Belonging to Different Populations

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