A new mixed first-order integer-valued autoregressive process with Poisson innovations

DOI10.1007/s10182-020-00381-6zbMath1478.62265OpenAlexW3092925606MaRDI QIDQ2068893

Luz M. Z. Fernández, Lucas O. F. Sales, Daniel L. R. Orozco, André L. S. Pinho

Publication date: 20 January 2022

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-020-00381-6

zbMATH Keywords

time seriesINAR(1) processforecastingbinomial thinningINARCH(1) processPoisson thinning

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

Related Items

A mixed generalized Poisson INAR model with applications ⋮ Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts

Uses Software

• R

Cites Work

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