A parametric time series model with covariates for integers in Z

DOI10.1177/1471082X13504719OpenAlexW2126992086MaRDI QIDQ4970984

Dimitris Karlis, Jonas Andersson

Publication date: 8 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x13504719

zbMATH Keywords

INAR processskellam distributionsigned binomial thinning operator

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (11)

Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion ⋮ Modelling with the novel INAR(1)-PTE process ⋮ A New Generalization of Geometric Distribution with Properties and Applications ⋮ Unnamed Item ⋮ A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties ⋮ \( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ Mixed Poisson INAR(1) processes ⋮ Integer‐valued asymmetric garch modeling ⋮ An one-parameter compounding discrete distribution

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