A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion

DOI10.1007/s00362-019-01111-0zbMath1477.62247OpenAlexW2937244320MaRDI QIDQ2066522

Kai Yang, Yao Kang, De-Hui Wang

Publication date: 14 January 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-019-01111-0

zbMATH Keywords

parameter estimationforecastingbinomial AR(1) processesbinomial thinning operatorPegram operator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (8)

First-order random coefficient mixed-thinning integer-valued autoregressive model ⋮ Estimation of parameters in the MDDRCINAR(p) model ⋮ Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes ⋮ Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data ⋮ Statistical inference for the covariates-driven binomial AR(1) process ⋮ A new binomial autoregressive process with explanatory variables ⋮ Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations ⋮ Bayesian empirical likelihood inference for the generalized binomial AR(1) model

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