A combined geometric \(INAR(p)\) model based on negative binomial thinning

DOI10.1016/j.mcm.2011.10.080zbMath1255.62272OpenAlexW2034072526MaRDI QIDQ1933851

Aleksandar S. Nastić, Miroslav M. Ristić, Hassan S. Bakouch

Publication date: 27 January 2013

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2011.10.080

zbMATH Keywords

estimationergodicitystrict stationaritygeometric marginal distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

First-order random coefficient mixed-thinning integer-valued autoregressive model ⋮ An INAR model with discrete Laplace marginal distributions ⋮ Estimation for random coefficient integer-valued autoregressive model under random environment ⋮ A geometric time series model with inflated-parameter Bernoulli counting series ⋮ A geometric bivariate time series with different marginal parameters ⋮ Fractional approaches for the distribution of innovation sequence of INAR(1) processes ⋮ Maximum likelihood estimation of the DDRCINAR(p) model ⋮ Coherent forecasting for count time series using Box–Jenkins's AR(p) model ⋮ A negative binomial thinning‐based bivariate INAR(1) process ⋮ Alternative procedures in dependent counting INAR process with application on COVID-19 ⋮ First order non-negative integer valued autoregressive processes with power series innovations ⋮ A mixed INAR(p) model ⋮ A new skew integer valued time series process ⋮ Generalized random environment INAR models of higher order ⋮ Noise-indicator nonnegative integer-valued autoregressive time series of the first order ⋮ A seasonal geometric INAR process based on negative binomial thinning operator ⋮ A new class of INAR(1) model for count time series ⋮ A note on an integer valued time series model with Poisson–negative binomial marginal distribution ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Estimation in a bivariate integer-valued autoregressive process ⋮ Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis ⋮ A geometric time series model with dependent Bernoulli counting series

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Zero truncated Poisson integer-valued AR\((1)\) model
• Some autoregressive moving average processes with generalized Poisson marginal distributions
• The combined \(\mathrm{INAR}(p)\) models for time series of counts
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• Estimation in nonlinear time series models
• Discrete analogues of self-decomposability and stability
• Thinning operations for modeling time series of counts -- a survey
• First-order random coefficient integer-valued autoregressive processes
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Inference for pth-order random coefficient integer-valued autoregressive processes
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• 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
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Some recent progress in count time series