Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal

DOI10.1214/18-BJPS421zbMath1445.62232MaRDI QIDQ783300

Fukang Zhu, Qi Li, Zhengwei Liu

Publication date: 12 August 2020

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1588579220

zbMATH Keywords

random environmenttime series of countsbinomial thinninginteger-valued autoregressive (INAR) time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (6)

Minimum density power divergence estimator for negative binomial integer-valued GARCH models ⋮ Estimation for random coefficient integer-valued autoregressive model under random environment ⋮ Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes ⋮ A new minification integer‐valued autoregressive process driven by explanatory variables ⋮ A non-linear random environment \(\mathrm{INAR}(1)\) model ⋮ A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases

Cites Work

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