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

DOI10.1016/j.jspi.2008.10.007zbMath1160.62083OpenAlexW2172241436MaRDI QIDQ1015866

Hassan S. Bakouch, Aleksandar S. Nastić, Miroslav M. Ristić

Publication date: 30 April 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.10.007

zbMATH Keywords

probability generating functionspectral densitynegative binomial thinningNGINAR(1) process

Mathematics Subject Classification ID

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Cites Work

• Some autoregressive moving average processes with generalized Poisson marginal distributions
• Estimation in nonlinear time series models
• Thinning operations for modeling time series of counts -- a survey
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• First order autoregressive time series with negative binomial and geometric marginals
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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