A new method of testing for a unit root in the INAR(1) model based on variances

DOI10.1080/03610918.2020.1788584OpenAlexW3039185341MaRDI QIDQ5042176

Daimin Shi, Fu-ming Lin

Publication date: 18 October 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1788584

zbMATH Keywords

non-stationary time seriesunit root testdiscrete-valued time seriesinteger-valued autoregression modeltesting based on variances

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

• Unnamed Item
• First order non-negative integer valued autoregressive processes with power series innovations
• A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence
• Serial dependence and regression of Poisson INARMA models
• Discrete analogues of self-decomposability and stability
• A zero-inflated geometric INAR(1) process with random coefficient.
• First-order random coefficient integer-valued autoregressive processes
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Inference for pth-order random coefficient integer-valued autoregressive processes
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• Maximum likelihood estimation of higher-order integer-valued autoregressive processes
• Some ARMA models for dependent sequences of poisson counts
• Testing For Unit Roots: 1
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Binomial thinning models for integer time series
• A p-Order signed integer-valued autoregressive (SINAR(p)) model
• Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion

This page was built for publication: A new method of testing for a unit root in the INAR(1) model based on variances