Regularized estimation in GINAR(\(p\)) process

DOI10.1016/j.jkss.2017.03.001zbMath1377.62184OpenAlexW2607044805MaRDI QIDQ1674041

Hai-xiang Zhang, Liu-Quan Sun, De-Hui Wang

Publication date: 1 November 2017

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2017.03.001

zbMATH Keywords

penalty functionoracle propertyregularized estimationinteger-valued time seriesthinning operatorepileptic patient

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (7)

Bayesian empirical likelihood inference and order shrinkage for autoregressive models ⋮ Some estimation and forecasting procedures in Possion-Lindley INAR(1) process ⋮ Penalized empirical likelihood inference for the GINAR(p) model ⋮ Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables ⋮ Order shrinkage and selection for the INGARCH(p,q) model ⋮ Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach ⋮ Penalized multiply robust estimation in high-order autoregressive processes with missing explanatory variables

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