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A non-stationary integer-valued autoregressive model

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  • Hee-Young Kim

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  • Yousung Park

    ()

Abstract

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Suggested Citation

  • Hee-Young Kim & Yousung Park, 2008. "A non-stationary integer-valued autoregressive model," Statistical Papers, Springer, vol. 49(3), pages 485-502, July.
  • Handle: RePEc:spr:stpapr:v:49:y:2008:i:3:p:485-502 DOI: 10.1007/s00362-006-0028-1
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    References listed on IDEAS

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    1. Lorenzo Pascual & Juan Romo & Esther Ruiz, 2004. "Bootstrap predictive inference for ARIMA processes," Journal of Time Series Analysis, Wiley Blackwell, pages 449-465.
    2. Freeland, R. K. & McCabe, B. P. M., 2004. "Forecasting discrete valued low count time series," International Journal of Forecasting, Elsevier, vol. 20(3), pages 427-434.
    3. 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.
    4. 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.
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    Cited by:

    1. repec:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-017-0748-9 is not listed on IDEAS
    2. Yousung Park & Hee-Young Kim, 2012. "Diagnostic checks for integer-valued autoregressive models using expected residuals," Statistical Papers, Springer, pages 951-970.
    3. Jentsch, Carsten & Weiß, Christian, 2017. "Bootstrapping INAR models," Working Papers 17-02, University of Mannheim, Department of Economics.
    4. Wagner Barreto-Souza & Marcelo Bourguignon, 2015. "A skew INAR(1) process on $${\mathbb {Z}}$$ Z," AStA Advances in Statistical Analysis, Springer;German Statistical Society, pages 189-208.

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