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First‐Order Integer‐Valued Autoregressive (Inar(1)) Process

Citations

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  1. Shirozhan, M. & Bakouch, Hassan S. & Mohammadpour, M., 2023. "A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 206(C), pages 216-230.
  2. Vladica S. Stojanović & Hassan S. Bakouch & Eugen Ljajko & Najla Qarmalah, 2023. "Zero-and-One Integer-Valued AR(1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach," Mathematics, MDPI, vol. 11(8), pages 1-25, April.
  3. Chen, Zezhun Chen & Dassios, Angelos & Tzougas, George, 2023. "A first order binomial mixed poisson integer-valued autoregressive model with serially dependent innovations," LSE Research Online Documents on Economics 112222, London School of Economics and Political Science, LSE Library.
  4. Gareth Liu-Evans, 2021. "Improving the Estimation and Predictions of Small Time Series Models," Working Papers 202106, University of Liverpool, Department of Economics.
  5. Byungsoo Kim & Sangyeol Lee, 2020. "Robust estimation for general integer-valued time series models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(6), pages 1371-1396, December.
  6. Aknouche, Abdelhakim & Francq, Christian, 2021. "Count And Duration Time Series With Equal Conditional Stochastic And Mean Orders," Econometric Theory, Cambridge University Press, vol. 37(2), pages 248-280, April.
  7. Feike C. Drost & Ramon Van Den Akker & Bas J. M. Werker, 2008. "Local asymptotic normality and efficient estimation for INAR(p) models," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 783-801, September.
  8. Maria Eduarda Silva & Vera Lúcia Oliveira, 2005. "Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 17-36, January.
  9. Zeng, Xiaoqiang & Kakizawa, Yoshihide, 2024. "Two-step conditional least squares estimation in ADCINAR(1) process, revisited," Statistics & Probability Letters, Elsevier, vol. 206(C).
  10. Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006. "An Asymptotic Analysis of Nearly Unstable inar (1) Models," Other publications TiSEM 6e89d2b0-1d07-4f01-9b2f-5, Tilburg University, School of Economics and Management.
  11. Jiayue Zhang & Fukang Zhu & Huaping Chen, 2023. "Two-Threshold-Variable Integer-Valued Autoregressive Model," Mathematics, MDPI, vol. 11(16), pages 1-20, August.
  12. Baena-Mirabete, S. & Puig, P., 2020. "Computing probabilities of integer-valued random variables by recurrence relations," Statistics & Probability Letters, Elsevier, vol. 161(C).
  13. Yang, Kai & Yu, Xinyang & Zhang, Qingqing & Dong, Xiaogang, 2022. "On MCMC sampling in self-exciting integer-valued threshold time series models," Computational Statistics & Data Analysis, Elsevier, vol. 169(C).
  14. Drost, Feike C. & van den Akker, Ramon & Werker, Bas J.M., 2008. "Note on integer-valued bilinear time series models," Statistics & Probability Letters, Elsevier, vol. 78(8), pages 992-996, June.
  15. Zeng, Xiaoqiang & Kakizawa, Yoshihide, 2022. "Bias-correction of some estimators in the INAR(1) process," Statistics & Probability Letters, Elsevier, vol. 187(C).
  16. Aknouche, Abdelhakim & Francq, Christian, 2023. "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," Journal of Econometrics, Elsevier, vol. 237(2).
  17. Chen, Zezhun & Dassios, Angelos, 2022. "Cluster point processes and Poisson thinning INARMA," LSE Research Online Documents on Economics 113652, London School of Economics and Political Science, LSE Library.
  18. Johannes Ferreira & Ané van der Merwe, 2022. "A Noncentral Lindley Construction Illustrated in an INAR(1) Environment," Stats, MDPI, vol. 5(1), pages 1-19, January.
  19. Leisen, Fabrizio & Mena, Ramsés H. & Palma, Freddy & Rossini, Luca, 2019. "On a flexible construction of a negative binomial model," Statistics & Probability Letters, Elsevier, vol. 152(C), pages 1-8.
  20. Radhakumari Maya & Christophe Chesneau & Anuresha Krishna & Muhammed Rasheed Irshad, 2022. "Poisson Extended Exponential Distribution with Associated INAR(1) Process and Applications," Stats, MDPI, vol. 5(3), pages 1-18, August.
  21. Mirko Armillotta & Paolo Gorgi, 2023. "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Tinbergen Institute Discussion Papers 23-054/III, Tinbergen Institute.
  22. Aknouche, Abdelhakim & Gouveia, Sonia & Scotto, Manuel, 2023. "Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs," MPRA Paper 119518, University Library of Munich, Germany, revised 18 Dec 2023.
  23. Lennon, Hannah & Yuan, Jingsong, 2019. "Estimation of a digitised Gaussian ARMA model by Monte Carlo Expectation Maximisation," Computational Statistics & Data Analysis, Elsevier, vol. 133(C), pages 277-284.
  24. Muhammed Rasheed Irshad & Sreedeviamma Aswathy & Radhakumari Maya & Saralees Nadarajah, 2023. "New One-Parameter Over-Dispersed Discrete Distribution and Its Application to the Nonnegative Integer-Valued Autoregressive Model of Order One," Mathematics, MDPI, vol. 12(1), pages 1-14, December.
  25. Pinquet, Jean, 2020. "Positivity properties of the ARFIMA(0,d,0) specifications and credibility analysis of frequency risks," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 159-165.
  26. Alwell J. Oyet & Brajendra C. Sutradhar, 2021. "Analyzing Unevenly Spaced Longitudinal Count Data," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 342-373, November.
  27. Kimberly F. Sellers & Ali Arab & Sean Melville & Fanyu Cui, 2021. "A flexible univariate moving average time-series model for dispersed count data," Journal of Statistical Distributions and Applications, Springer, vol. 8(1), pages 1-12, December.
  28. Wagner Barreto-Souza & Sokol Ndreca & Rodrigo B. Silva & Roger W. C. Silva, 2023. "Non-linear INAR(1) processes under an alternative geometric thinning operator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 32(2), pages 695-725, June.
  29. Muhammed Rasheed Irshad & Christophe Chesneau & Veena D’cruz & Naushad Mamode Khan & Radhakumari Maya, 2022. "Bivariate Poisson 2Sum-Lindley Distributions and the Associated BINAR(1) Processes," Mathematics, MDPI, vol. 10(20), pages 1-24, October.
  30. Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2008. "Efficient Estimation of Autoregression Parameters and Innovation Distributions forSemiparametric Integer-Valued AR(p) Models (Revision of DP 2007-23)," Other publications TiSEM cef533d0-6b49-4ce9-8cd2-7, Tilburg University, School of Economics and Management.
  31. Aknouche, Abdelhakim & Scotto, Manuel, 2022. "A multiplicative thinning-based integer-valued GARCH model," MPRA Paper 112475, University Library of Munich, Germany.
  32. Robert C. Jung & Andrew R. Tremayne, 2020. "Maximum-Likelihood Estimation in a Special Integer Autoregressive Model," Econometrics, MDPI, vol. 8(2), pages 1-15, June.
  33. Maria Eduarda Da Silva & Vera Lúcia Oliveira, 2004. "Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(3), pages 317-333, May.
  34. Federico Bassetti & Giulia Carallo & Roberto Casarin, 2022. "First-order integer-valued autoregressive processes with Generalized Katz innovations," Papers 2202.02029, arXiv.org.
  35. Isabel Silva & M. Eduarda Silva & Isabel Pereira & Nélia Silva, 2005. "Replicated INAR(1) Processes," Methodology and Computing in Applied Probability, Springer, vol. 7(4), pages 517-542, December.
  36. Lee, Sangyeol & Kim, Dongwon & Kim, Byungsoo, 2023. "Modeling and inference for multivariate time series of counts based on the INGARCH scheme," Computational Statistics & Data Analysis, Elsevier, vol. 177(C).
  37. Kirchner, Matthias & Torrisi, Giovanni Luca, 2023. "Fluctuations and precise deviations of cumulative INAR time series," Stochastic Processes and their Applications, Elsevier, vol. 164(C), pages 1-32.
  38. Ané van der Merwe & Johannes T. Ferreira, 2022. "An Adapted Discrete Lindley Model Emanating from Negative Binomial Mixtures for Autoregressive Counts," Mathematics, MDPI, vol. 10(21), pages 1-21, November.
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