Some geometric mixed integer-valued autoregressive (INAR) models
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References listed on IDEAS
- Rong Zhu & Harry Joe, 2006. "Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(5), pages 725-738, September.
- Christian Weiß, 2008. "Thinning operations for modeling time series of counts—a survey," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(3), pages 319-341, August.
- Weiß, Christian H., 2008. "The combined INAR(p) models for time series of counts," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1817-1822, September.
- A. Alzaid & M. Al-Osh, 1993. "Some autoregressive moving average processes with generalized Poisson marginal distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(2), pages 223-232, June.
- Haitao Zheng & Ishwar V. Basawa & Somnath Datta, 2006. "Inference for pth-order random coefficient integer-valued autoregressive processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(3), pages 411-440, May.
More about this item
KeywordsINAR(1) models; INAR(2) models; Binomial thinning; Negative binomial thinning; Geometric marginal distribution;
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