A mixed INAR(p) model

DOI10.1111/j.1467-9892.2012.00806.xzbMath1281.62205OpenAlexW1708758585MaRDI QIDQ5397965

Aleksandar S. Nastić, Miroslav M. Ristić

Publication date: 25 February 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00806.x

zbMATH Keywords

binomial thinningnegative binomial thinninggeometric marginal distributionINAR(\(p\)) models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25)

Related Items (15)

First-order random coefficient mixed-thinning integer-valued autoregressive model ⋮ A bivariate INAR(1) model with different thinning parameters ⋮ An INAR model with discrete Laplace marginal distributions ⋮ A geometric time series model with inflated-parameter Bernoulli counting series ⋮ Fractional approaches for the distribution of innovation sequence of INAR(1) processes ⋮ A mixed stationary autoregressive model with exponential marginals ⋮ Estimation of parameters in the MDDRCINAR(p) model ⋮ A mixed generalized Poisson INAR model with applications ⋮ A geometric minification integer-valued autoregressive model ⋮ Empirical likelihood for first-order mixed integer-valued autoregressive model ⋮ Beta seasonal autoregressive moving average models ⋮ A new mixed first-order integer-valued autoregressive process with Poisson innovations ⋮ A geometric time series model with dependent Bernoulli counting series ⋮ A mixed thinning based geometric INAR(1) model ⋮ First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations

Cites Work

• Some geometric mixed integer-valued autoregressive (INAR) models
• The combined \(\mathrm{INAR}(p)\) models for time series of counts
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• A combined geometric \(INAR(p)\) model based on negative binomial thinning
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
• Explicit stationary distributions for some galton-watson processes with immigration
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

This page was built for publication: A mixed INAR(p) model