Generalized random environment INAR models of higher order

DOI10.1007/s00009-017-1054-zOpenAlexW2776452524MaRDI QIDQ1744142

Miroslav M. Ristić, Aleksandar S. Nastić, Petra N. Laketa

Publication date: 16 April 2018

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00009-017-1054-z

zbMATH Keywords

random environmentgeometric marginalsnegative binomial thinning\(\mathrm{INAR}(p)\)RrNGINAR

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

Estimation for random coefficient integer-valued autoregressive model under random environment ⋮ Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal

Cites Work

• Unnamed Item
• Some geometric mixed integer-valued autoregressive (INAR) models
• Zero truncated Poisson integer-valued AR\((1)\) model
• Some autoregressive moving average processes with generalized Poisson marginal distributions
• Asymptotic behavior of random coefficient INAR model under random environment defined by difference equation
• The combined \(\mathrm{INAR}(p)\) models for time series of counts
• Negative binomial time series models based on expectation thinning operators
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• On some integer-valued autoregressive moving average models
• A combined geometric \(INAR(p)\) model based on negative binomial thinning
• First-order random coefficient integer-valued autoregressive processes
• Random environment integer-valued autoregressive process
• Inference for pth-order random coefficient integer-valued autoregressive processes
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• First order autoregressive time series with negative binomial and geometric marginals
• Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
• A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Modelling a non-stationary BINAR(1) Poisson process