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A zero-inflated geometric INAR(1) process with random coefficient.

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Publication:1745984
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DOI10.21136/AM.2018.0082-17zbMath1458.62195MaRDI QIDQ1745984

Xianqiang Yang

Publication date: 18 April 2018

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


zbMATH Keywords

estimationlikelihood ratio testmixture distributiongeometric minimarandomized binomial thinningrealization with random size


Mathematics Subject Classification ID

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


Related Items (7)

A new method of testing for a unit root in the INAR(1) model based on variances ⋮ Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones ⋮ A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases ⋮ A time series model based on dependent zero inflated counting series ⋮ A dependent counting INAR model with serially dependent innovation ⋮ Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations ⋮ First-order random coefficient INAR process with dependent counting series






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