A bilinear modeling in counts time series with applications

DOI10.1016/J.CNSNS.2024.108282MaRDI QIDQ6604196

Mehrnaz Mohammadpour, Sakineh Ramezani, Rana Bamdadi

Publication date: 12 September 2024

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

zbMATH Keywords

saddlepoint approximationforecastingsieve bootstrapthinning operatorWhittle methodINBL models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Serial dependence and regression of Poisson INARMA models
• A non-stationary integer-valued autoregressive model
• Inference for INAR\((p)\) processes with signed generalized power series thinning operator
• Thinning operations for modeling time series of counts -- a survey
• Estimation and information in stationary time series
• Integer-valued bilinear model with dependent counting series
• Periodic integer-valued bilinear time series model
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• A Tukey nonadditivity-type test for time series nonlinearity
• Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
• The Multivariate Ginar(p) Process
• Testing for serial dependence in time series models of counts
• Bootstrap predictive inference for ARIMA processes
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Thinning-based models in the analysis of integer-valued time series: a review
• Integer-valued bilinear time series model with signed generalized power series thinning operator
• A simple integer-valued bilinear time series model

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