Generalized RCINAR(1) Process with Signed Thinning Operator

DOI10.1080/03610926.2010.551452zbMath1270.62125OpenAlexW2123590880MaRDI QIDQ2920003

De-Hui Wang, Fukang Zhu, Hai-xiang Zhang

Publication date: 23 October 2012

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

Full work available at URL: https://doi.org/10.1080/03610926.2010.551452

zbMATH Keywords

bootstrapergodicityrandom coefficientsstrict stationarityinteger-valued time seriesgeneralized signed thinning

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (9)

Bivariate zero truncated Poisson INAR(1) process ⋮ Signed compound poisson integer-valued GARCH processes ⋮ \( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning ⋮ Two classes of dynamic binomial integer-valued ARCH models ⋮ Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis ⋮ Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations ⋮ First-order random coefficient INAR process with dependent counting series ⋮ First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations

Cites Work

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• First-order random coefficient integer-valued autoregressive processes
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• Efficient order selection algorithms for integer-valued ARMA processes
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Inference for pth-order random coefficient integer-valued autoregressive processes
• Local asymptotic normality and efficient estimation for INAR(p) models
• Forecasting time series with sieve bootstrap

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