An INAR model with discrete Laplace marginal distributions
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Publication:288010
DOI10.1214/14-BJPS262zbMath1381.62252MaRDI QIDQ288010
Miodrag S. Djordjević, Aleksandar S. Nastić, Miroslav M. Ristić
Publication date: 23 May 2016
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1453211805
geometric distribution\(\operatorname{INAR}(1)\) modeldiscrete Laplace distributionnegative binomial thinningskew discrete Laplace distribution
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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Cites Work
- A bivariate \(INAR(1)\) time series model with geometric marginals
- A skew Laplace distribution on integers
- A non-stationary integer-valued autoregressive model
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Time series: theory and methods
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes
- A discrete analogue of the Laplace distribution
- Generalized RCINAR(p) Process with Signed Thinning Operator
- On the quasi-likelihood estimation for random coefficient autoregressions
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Inference for pth-order random coefficient integer-valued autoregressive processes
- A p-Order signed integer-valued autoregressive (SINAR(p)) model
- A mixed INAR(p) model
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