Integer valued AR processes with explanatory variables

zbMath1193.62157MaRDI QIDQ987138

T. Subba Rao, Peter Neal, Victor Enciso-Mora

Publication date: 13 August 2010

Published in: Sankhyā. Series B (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (13)

Comparison of BINAR(1) models with bivariate negative binomial innovations and explanatory variables ⋮ Empirical likelihood inference for INAR(1) model with explanatory variables ⋮ Model selection for time series of count data ⋮ Non-linear INAR(1) processes under an alternative geometric thinning operator ⋮ Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables ⋮ An integer-valued autoregressive process for seasonality ⋮ Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS ⋮ Integer autoregressive models with structural breaks ⋮ Estimation of a digitised Gaussian ARMA model by Monte Carlo expectation maximisation ⋮ First‐order integer valued AR processes with zero inflated poisson innovations ⋮ Exact Bayesian inference via data augmentation ⋮ Random coefficients integer-valued threshold autoregressive processes driven by logistic regression ⋮ A new binomial autoregressive process with explanatory variables

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