Zero-Inflated NGINAR(1) process

DOI10.1080/03610926.2018.1435808MaRDI QIDQ5078273zbMATH OpenOpenAlexFDO

Authors Miroslav M. Ristić, Marcelo Bourguignon, Aleksandar S. Nastić

Publication date 23 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1435808

zbMATH Keywords

estimationnegative binomial thinningINAR(1) processinteger-valued time serieszero-inflated geometric distribution

Mathematics Subject Classification ID

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

Cites work

• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Asymptotic distribution of the Yule--Walker estimator for INAR(p) processes
• Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First-order integer valued AR processes with zero inflated Poisson innovations
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
• Forecasting in INAR(1) model
• Modelling and coherent forecasting of zero-inflated count time series
• On conditional least squares estimation for stochastic processes
• Time series of zero-inflated counts and their coherent forecasting
• Time series: theory and methods
• Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros

Cited in

(3)

• Inferential aspects of the zero-inflated Poisson INAR(1) process
• A maximum likelihood and regenerative bootstrap approach for estimation and forecasting of INAR( p ) processes with zero-inflated innovations
• Fractional approaches for the distribution of innovation sequence of INAR(1) processes

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