A Poisson INAR(1) model with serially dependent innovations
From MaRDI portal
Publication:496093
DOI10.1007/s00184-015-0529-9zbMath1333.62218OpenAlexW2017382903MaRDI QIDQ496093
Publication date: 17 September 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-015-0529-9
maximum likelihood estimationscore testoverdispersioncount data time seriesINAR(1) modelstate-dependence
Related Items
Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation ⋮ Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process ⋮ Monitoring parameter shift with Poisson integer-valued GARCH models ⋮ A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations ⋮ An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion ⋮ A new INAR model based on Poisson-BE2 innovations ⋮ Nearly unstable integer‐valued ARCH process and unit root testing ⋮ Testing the dispersion structure of count time series using Pearson residuals ⋮ Random environment integer-valued autoregressive process ⋮ Two classes of dynamic binomial integer-valued ARCH models ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ A new mixed first-order integer-valued autoregressive process with Poisson innovations ⋮ Mixed Poisson INAR(1) processes ⋮ A dependent counting INAR model with serially dependent innovation ⋮ First-order random coefficient INAR process with dependent counting series
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- INARCH(1) processes: Higher-order moments and jumps
- Estimation and testing for a Poisson autoregressive model
- Basic properties of strong mixing conditions. A survey and some open questions
- Limit theorems for discrete-time metapopulation models
- Discrete analogues of self-decomposability and stability
- Estimation of the means in the branching process with immigration
- Estimation of the variances in the branching process with immigration
- Geometric ergodicity and R-positivity for general Markov chains
- On conditional least squares estimation for stochastic processes
- Useful models for time series of counts or simply wrong ones?
- Thinning operations for modeling time series of counts -- a survey
- Score statistics for testing serial dependence in count data
- Integer-Valued Self-Exciting Threshold Autoregressive Processes
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- Maximum likelihood estimation of higher-order integer-valued autoregressive processes
- The INARCH(1) Model for Overdispersed Time Series of Counts
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- On Some Criteria for Estimating the Order of a Markov Chain
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- Testing for serial dependence in time series models of counts
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
- Analysis of low count time series data by poisson autoregression
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Model Checking via Parametric Bootstraps in Time Series Analysis
- Process capability analysis for serially dependent processes of Poisson counts
- Convolution-closed models for count time series with applications
- Branching processes with immigration
- Estimation theory for growth and immigration rates in a multiplicative process
- Univariate Discrete Distributions
- Some Limit Theorems for Stationary Processes
