Zero truncated Poisson integer-valued AR\((1)\) model
From MaRDI portal
Publication:604645
DOI10.1007/s00184-009-0252-5zbMath1200.62099OpenAlexW2134501645MaRDI QIDQ604645
Hassan S. Bakouch, Miroslav M. Ristić
Publication date: 12 November 2010
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-009-0252-5
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (39)
Integer-valued bilinear time series model with signed generalized power series thinning operator ⋮ Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) ⋮ Bivariate zero truncated Poisson INAR(1) process ⋮ Generalized RCINAR(1) Process with Signed Thinning Operator ⋮ Poisson-Lindley INAR(1) model with applications ⋮ On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion ⋮ Zero-truncated compound Poisson integer-valued GARCH models for time series ⋮ An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation ⋮ Some estimation and forecasting procedures in Possion-Lindley INAR(1) process ⋮ Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones ⋮ A combined geometric \(INAR(p)\) model based on negative binomial thinning ⋮ Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables ⋮ On the discrete analogue of the Teissier distribution and its associated INAR(1) process ⋮ An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion ⋮ Doubly-inflated Poisson INGARCH models for count time series ⋮ A geometric time-series model with an alternative dependent Bernoulli counting series ⋮ Integer-valued moving average models with structural changes ⋮ First order non-negative integer valued autoregressive processes with power series innovations ⋮ Zero-inflated Poisson and negative binomial integer-valued GARCH models ⋮ On Shifted Geometric INAR(1) Models Based on Geometric Counting Series ⋮ Generalized random environment INAR models of higher order ⋮ Noise-indicator nonnegative integer-valued autoregressive time series of the first order ⋮ Zero-inflated compound Poisson distributions in integer-valued GARCH models ⋮ On the zero-modified Poisson model: Bayesian analysis and posterior divergence measure ⋮ Random environment integer-valued autoregressive process ⋮ An INAR(1) model based on a mixed dependent and independent counting series ⋮ A new class of INAR(1) model for count time series ⋮ Nonparametric estimation in random sum models ⋮ Generalized RCINAR(p) Process with Signed Thinning Operator ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ CONDITIONAL LEAST SQUARES ESTIMATION OF THE PARAMETERS OF HIGHER ORDER RANDOM ENVIRONMENT INAR MODElS ⋮ A parametric study for the first-order signed integer-valued autoregressive process ⋮ An integer-valued bilinear time series model via two random operators ⋮ Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis ⋮ A geometric time series model with dependent Bernoulli counting series ⋮ Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations ⋮ First-order random coefficient INAR process with dependent counting series ⋮ A mixed thinning based geometric INAR(1) model ⋮ Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Some autoregressive moving average processes with generalized Poisson marginal distributions
- Estimation in nonlinear time series models
- Discrete analogues of self-decomposability and stability
- Random coefficient autoregressive models: an introduction
- Some asymptotic properties in INAR(1) processes with Poisson marginals
- First-order random coefficient integer-valued autoregressive processes
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- Some ARMA models for dependent sequences of poisson counts
- Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
This page was built for publication: Zero truncated Poisson integer-valued AR\((1)\) model
