A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning

DOI10.1016/J.JKSS.2018.11.004zbMath1416.62535OpenAlexW2903431393WikidataQ128836908 ScholiaQ128836908MaRDI QIDQ1740313

Meiju Yu, Kai Yang, De-Hui Wang

Publication date: 30 April 2019

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.2018.11.004

zbMATH Keywords

empirical likelihoodnegative binomial thinningconditional least squaresrandom coefficient INAR(1) models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (5)

First-order random coefficient mixed-thinning integer-valued autoregressive model ⋮ A new minification integer‐valued autoregressive process driven by explanatory variables ⋮ Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process ⋮ Random coefficients integer-valued threshold autoregressive processes driven by logistic regression ⋮ First-order random coefficient INAR process with dependent counting series

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