Two-step conditional least squares estimation in ADCINAR(1) process, revisited

DOI10.1016/j.spl.2023.110003MaRDI QIDQ6152262

Xiaoqiang Zeng, Yoshihide Kakizawa

Publication date: 13 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

count time seriesADCINAR(1) processtwo-step conditional least squares estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

Cites Work

• Unnamed Item
• Time series: theory and methods
• Discrete analogues of self-decomposability and stability
• On conditional least squares estimation for stochastic processes
• Some asymptotic properties in INAR(1) processes with Poisson marginals
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
• Testing for Poisson arrivals in INAR(1) processes
• Dependent central limit theorems and invariance principles
• Thinning operations for modeling time series of counts -- a survey
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• A geometric time series model with dependent Bernoulli counting series
• A geometric time-series model with an alternative dependent Bernoulli counting series
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• An Introduction to Discrete‐Valued Time Series
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Higher autocumulant functions for ADCINAR(1) process and bias-correction of some estimators

This page was built for publication: Two-step conditional least squares estimation in ADCINAR(1) process, revisited