On eigenvalues of the transition matrix of some count-data Markov chains

DOI10.1007/S11009-017-9560-9zbMath1390.15035OpenAlexW2603439192MaRDI QIDQ1707062

Christian H. Weiß

Publication date: 28 March 2018

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-017-9560-9

zbMATH Keywords

eigenvaluestransition matrixINAR(1) modelINARCH(1) modelCLAR(1) modelcount-data Markov chain

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Eigenvalues, singular values, and eigenvectors (15A18) Stochastic matrices (15B51)

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Cites Work

• Discrete analogues of self-decomposability and stability
• Non-negative matrices and Markov chains.
• BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
• Monitoring correlated processes with binomial marginals
• Integer-Valued GARCH Process
• The INARCH(1) Model for Overdispersed Time Series of Counts
• Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Univariate Discrete Distributions

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