A skew INAR(1) process on \(\mathbb {Z}\)

DOI10.1007/s10182-014-0236-2zbMath1443.62242OpenAlexW2026053674MaRDI QIDQ1621964

Wagner Barreto-Souza, Marcelo Bourguignon

Publication date: 12 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-014-0236-2

zbMATH Keywords

estimationasymptotic normalitylatent processskew discrete Laplace distributioninteger-valued time series modelsthinning operator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09)

Related Items (13)

Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion ⋮ Discrete dispersion models and their Tweedie asymptotics ⋮ A geometric time series model with inflated-parameter Bernoulli counting series ⋮ Extended binomial AR(1) processes with generalized binomial thinning operator ⋮ Seasonal count time series ⋮ A novel geometric AR(1) model and its estimation ⋮ \( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ Negative Binomial Autoregressive Process with Stochastic Intensity ⋮ Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model ⋮ A new skew integer valued time series process ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Mixed Poisson INAR(1) processes ⋮ Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective

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