Estimation in conditional first order autoregression with discrete support
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References listed on IDEAS
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- Schweer, Sebastian & Weiß, Christian H., 2014. "Compound Poisson INAR(1) processes: Stochastic properties and testing for overdispersion," Computational Statistics & Data Analysis, Elsevier, pages 267-284.
- Christian Weiß & Hee-Young Kim, 2013. "Parameter estimation for binomial AR(1) models with applications in finance and industry," Statistical Papers, Springer, pages 563-590.
- Christian Weiß, 2008. "Thinning operations for modeling time series of counts—a survey," AStA Advances in Statistical Analysis, Springer;German Statistical Society, pages 319-341.
- Jung, Robert C. & Tremayne, A.R., 2006. "Coherent forecasting in integer time series models," International Journal of Forecasting, Elsevier, vol. 22(2), pages 223-238.
- Chen Xi & Wang Lihong, 2013. "Conditional L1 estimation for random coefficient integer-valued autoregressive processes," Statistics & Risk Modeling, De Gruyter, pages 221-235.
- Bisaglia, Luisa & Canale, Antonio, 2016. "Bayesian nonparametric forecasting for INAR models," Computational Statistics & Data Analysis, Elsevier, pages 70-78.
- Weiß, Christian H. & Schweer, Sebastian, 2016. "Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes," Statistics & Probability Letters, Elsevier, pages 124-130.
- Predrag M. Popović & Miroslav M. Ristić & Aleksandar S. Nastić, 2016. "A geometric bivariate time series with different marginal parameters," Statistical Papers, Springer, vol. 57(3), pages 731-753, September.
- Sebastian Schweer & Christian H. Weiß, 2016. "Testing for Poisson arrivals in INAR(1) processes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, pages 503-524.
- Luisa Bisaglia & Margherita Gerolimetto, 2015. "Forecasting integer autoregressive processes of order 1: are simple AR competitive?," Economics Bulletin, AccessEcon, vol. 35(3), pages 1652-1660.
- repec:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1140-2 is not listed on IDEAS
More about this item
KeywordsBias correction; Estimation; INAR models; Overdispersion; Small sample properties; Time series of counts;
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