A non-stationary integer-valued autoregressive model
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Bibliographic InfoArticle provided by Springer in its journal Statistical Papers.
Volume (Year): 49 (2008)
Issue (Month): 3 (July)
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Web page: http://www.springer.com/statistics/business/journal/362
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Lorenzo Pascual & Juan Romo & Esther Ruiz, 2004. "Bootstrap predictive inference for ARIMA processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 449-465, 07.
- Aly, E. E. A. A. & Bouzar, N., 1994. "On Some Integer-Valued Autoregressive Moving Average Models," Journal of Multivariate Analysis, Elsevier, vol. 50(1), pages 132-151, July.
- Jung, Robert C. & Tremayne, A.R., 2006. "Coherent forecasting in integer time series models," International Journal of Forecasting, Elsevier, Elsevier, vol. 22(2), pages 223-238.
- Freeland, R. K. & McCabe, B. P. M., 2004. "Forecasting discrete valued low count time series," International Journal of Forecasting, Elsevier, Elsevier, vol. 20(3), pages 427-434.
- Yousung Park & Hee-Young Kim, 2012. "Diagnostic checks for integer-valued autoregressive models using expected residuals," Statistical Papers, Springer, Springer, vol. 53(4), pages 951-970, November.
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