CLAR(1) point forecasting under estimation uncertainty

DOI10.1111/stan.12206OpenAlexW3031681151MaRDI QIDQ6067702

Unnamed Author, Christian H. Weiß

Publication date: 14 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/stan.12206

zbMATH Keywords

Poisson INAR(1) modelcount time seriesestimation uncertaintypoint forecasting

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

• Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
• INARCH(1) processes: Higher-order moments and jumps
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• The sampling distribution of forecasts from a first-order autoregression
• Properties of Predictors for Autoregressive Time Series
• Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
• An Introduction to Discrete‐Valued Time Series
• Process capability analysis for serially dependent processes of Poisson counts
• Binomial AR(1) processes: moments, cumulants, and estimation

This page was built for publication: CLAR(1) point forecasting under estimation uncertainty