A study for the NMBAR(1) processes (Q6558501)

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scientific article; zbMATH DE number 7868245

Language	Label	Description	Also known as
English	A study for the NMBAR(1) processes	scientific article; zbMATH DE number 7868245

Statements

scholarly article

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A study for the NMBAR(1) processes (English)

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Communications in Statistics. Simulation and Computation

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publication date

19 June 2024

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MaRDI profile type

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

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Time series: theory and methods

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QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS

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Quasi-likelihood estimation for semimartingales

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A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion

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Modeling time series of counts with a new class of INAR(1) model

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

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A threshold stochastic volatility model with explanatory variables

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Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model

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Bivariate zero truncated Poisson INAR(1) process

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Self-exciting threshold binomial autoregressive processes

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Modeling zero inflation in count data time series with bounded support

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Integer-Valued Self-Exciting Threshold Autoregressive Processes

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Optimal design for quasi-likelihood estimation in Poisson regression with random coefficients

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An autoregressive model for multilag Markov chains

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

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Thinning-based models in the analysis of integer-valued time series: a review

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Bivariate binomial autoregressive models

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A new class of INAR(1) model for count time series

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An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation

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Discrete analogues of self-decomposability and stability

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Monitoring correlated processes with binomial marginals

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A New Class of Autoregressive Models for Time Series of Binomial Counts

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Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry

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BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT 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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Inference for INAR\((p)\) processes with signed generalized power series thinning operator

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

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Inference for pth-order random coefficient integer-valued autoregressive processes

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First-order random coefficient integer-valued autoregressive processes

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Estimation and testing for a Poisson autoregressive model

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Identifiers

10.1080/03610918.2022.2045316

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6558501

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