On Shifted Geometric INAR(1) Models Based on Geometric Counting Series

DOI10.1080/03610926.2011.573164zbMath1258.62092OpenAlexW2030284882MaRDI QIDQ4904688

Aleksandar S. Nastić

Publication date: 31 January 2013

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

Full work available at URL: https://doi.org/10.1080/03610926.2011.573164

zbMATH Keywords

simulationsbinomial thinningnegative binomial thinningINAR modelscrime datashifted geometric marginal distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

Related Items (4)

Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros ⋮ Fractional approaches for the distribution of innovation sequence of INAR(1) processes ⋮ On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion ⋮ Control charts based on dependent count data with deflation or inflation of zeros

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• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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