A geometric time series model with a new dependent Bernoulli counting series

DOI10.1080/03610926.2014.895840zbMath1349.62406OpenAlexW1926772635MaRDI QIDQ2832639

Ana V. Miletić Ilić

Publication date: 11 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.895840

zbMATH Keywords

geometric marginal distributionINAR modeldependent counting seriesgeneralized binomial thinning

Mathematics Subject Classification ID

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

Related Items (7)

Fractional approaches for the distribution of innovation sequence of INAR(1) processes ⋮ A study of binomial AR(1) process with an alternative generalized binomial thinning operator ⋮ A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases ⋮ Alternative procedures in dependent counting INAR process with application on COVID-19 ⋮ A time series model based on dependent zero inflated counting series ⋮ A new geometric INAR(1) process based on counting series with deflation or inflation of zeros ⋮ First-order random coefficient INAR process with dependent counting series

Cites Work

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• An integer-valued pth-order autoregressive structure (INAR(p)) process
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• First order autoregressive time series with negative binomial and geometric marginals
• GENERALIZED INTEGER-VALUED AUTOREGRESSION
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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