An INAR(1) model based on a mixed dependent and independent counting series

DOI10.1080/00949655.2017.1388380OpenAlexW2766972072MaRDI QIDQ4960545

Miroslav M. Ristić, Ana V. Miletić Ilić, Hassan S. Bakouch, Aleksandar S. Nastić

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1388380

zbMATH Keywords

mixturegeometric marginal distributionINAR modeldependent counting seriesgeneralized binomial thinning

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (7)

Fractional approaches for the distribution of innovation sequence of INAR(1) processes ⋮ An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation ⋮ 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 class of INAR(1) model for count time series ⋮ A dependent counting INAR model with serially dependent innovation ⋮ First-order random coefficient INAR process with dependent counting series

Cites Work

• A bivariate \(INAR(1)\) time series model with geometric marginals
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• Zero truncated Poisson integer-valued AR\((1)\) model
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• Negative binomial time series models based on expectation thinning operators
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Estimation in nonlinear time series models
• Discrete analogues of self-decomposability and stability
• On some integer-valued autoregressive moving average models
• First-order random coefficient integer-valued autoregressive processes
• A geometric time series model with dependent Bernoulli counting series
• Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• The Multivariate Ginar(p) Process
• GENERALIZED INTEGER-VALUED AUTOREGRESSION
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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