Some asymptotic properties in INAR(1) processes with Poisson marginals

DOI10.1007/BF02925270zbMath1091.62527OpenAlexW1988015000MaRDI QIDQ1381202

Chan Wook Oh, Yousung Park

Publication date: 1997

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02925270

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Queueing theory (aspects of probability theory) (60K25)

Related Items (15)

The effects of additive outliers in INAR(1) process and robust estimation ⋮ A conditional count model for repeated count data and its application to GEE approach ⋮ Zero truncated Poisson integer-valued AR\((1)\) model ⋮ Bias-correction of some estimators in the INAR(1) process ⋮ On first-order integer-valued autoregressive process with Katz family innovations ⋮ Two-step conditional least squares estimation in ADCINAR(1) process, revisited ⋮ Higher autocumulant functions for ADCINAR(1) process and bias-correction of some estimators ⋮ Replicated INAR(1) processes ⋮ First‐order integer valued AR processes with zero inflated poisson innovations ⋮ A non-stationary integer-valued autoregressive model ⋮ Asymptotic properties of CLS estimators in the Poisson AR(1) model ⋮ Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes ⋮ Improved estimation for Poisson INAR(1) models ⋮ GENERALIZED INTEGER-VALUED AUTOREGRESSION ⋮ Estimation in conditional first order autoregression with discrete support

Cites Work

• Time series: theory and methods
• On conditional least squares estimation for stochastic processes
• On some integer-valued autoregressive moving average models
• Integer-valued branching processes with immigration
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Some ARMA models for dependent sequences of poisson counts
• A Time Series Approach to Queueing Systems with Applications for Modeling Job-Shop In-Process Inventories
• First order autoregressive time series with negative binomial and geometric marginals
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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