Fluctuations and precise deviations of cumulative INAR time series
From MaRDI portal
Publication:6048968
DOI10.1016/j.spa.2023.07.002MaRDI QIDQ6048968
Matthias Kirchner, Giovanni Luca Torrisi
Publication date: 15 September 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
Cites Work
- Unnamed Item
- Unnamed Item
- Spectral estimation of Hawkes processes from count data
- Least-squares estimation for bifurcating autoregressive processes
- Hawkes and INAR(\(\infty\)) processes
- The combined \(\mathrm{INAR}(p)\) models for time series of counts
- Time series: theory and methods.
- Space-time point-process models for earthquake occurrences
- Individual effects and dynamics in count data models.
- Asymptotic analysis of Poisson shot noise processes, and applications
- Mod-ϕ Convergence
- Random Graphs and Complex Networks
- Change-Point Detection in Binomial Thinning Processes, with Applications in Epidemiology
- Non-Linear Time Series
- Poisson Autoregression
- Treating missing values in INAR(1) models: An application to syndromic surveillance data
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- Integer-Valued GARCH Process
- A new look at time series of counts
- A cluster process representation of a self-exciting process
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- Asymptotic inference for nearly unstable INAR(1) models
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Some recent progress in count time series
- Adaptive Thresholds
- Analysis of the \(M/D/1\)-type queue based on an integer-valued first-order autoregressive process
This page was built for publication: Fluctuations and precise deviations of cumulative INAR time series
