A study of RCINAR(1) process with generalized negative binomial marginals (Q5086302)

scientific article; zbMATH DE number 7553262

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English	A study of RCINAR(1) process with generalized negative binomial marginals	scientific article; zbMATH DE number 7553262

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scholarly article

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title

A study of RCINAR(1) process with generalized negative binomial marginals (English)

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5 July 2022

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zbMATH Keywords

autoregressive process

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integer-valued time series

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parameter estimation

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random coefficient

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1080/03610918.2018.1498891

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cites work

FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model

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Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros

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Mixed Poisson INAR(1) processes

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The Lindeberg-Levy Theorem for Martingales

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Q4356562

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Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process

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Time series models with univariate margins in the convolution-closed infinitely divisible class

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Estimation in conditional first order autoregression with discrete support

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Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis

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A non-stationary integer-valued autoregressive model

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On conditional least squares estimation for stochastic processes

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Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes

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First-order random coefficients integer-valued threshold autoregressive processes

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Mean targeting estimator for the integer-valued GARCH(1, 1) model

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Autoregressive moving-average processes with negative-binomial and geometric marginal distributions

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Integer-Valued Self-Exciting Threshold Autoregressive Processes

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A bivariate INAR(1) process with application

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A new geometric first-order integer-valued autoregressive (NGINAR(1)) process

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Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))

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Discrete analogues of self-decomposability and stability

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Asymptotic Statistics

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Further experience in Bayesian analysis using Monte Carlo integration

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Generalized RCINAR(<i>p</i>) Process with Signed Thinning Operator

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Thinning operations for modeling time series of counts -- a survey

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Serial dependence and regression of Poisson INARMA models

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An integer-valued threshold autoregressive process based on negative binomial thinning

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Threshold autoregression analysis for finite-range time series of counts with an application on measles data

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Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts

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Inference for INAR\((p)\) processes with signed generalized power series thinning operator

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The Empirical Likelihood for First-Order Random Coefficient Integer-Valued Autoregressive Processes

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Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis

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First-order random coefficient integer-valued autoregressive processes

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published in

Communications in Statistics. Simulation and Computation

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Identifiers

DOI

10.1080/03610918.2018.1498891

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5086302