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Communications in Statistics - Simulation and Computation Volume 44, 2015 - Issue 4
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Original Articles

Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis

Haixiang ZhangCollege of Mathematics, Jilin University, Changchun130012, China
&
Dehui WangCollege of Mathematics, Jilin University, Changchun130012, ChinaCorrespondence[email protected]
Pages 1078-1100 | Received 19 Oct 2012, Accepted 02 May 2013, Published online: 26 Sep 2014

Citations (14)

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Read on this site (8)

Xiaoqiang Zeng. (2023) Whittle likelihood estimation in INAR(1) process. Communications in Statistics - Theory and Methods 0:0, pages 1-20.
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Xiufang Liu, Hao Jiang & Dehui Wang. (2023) Estimation of parameters in the MDDRCINAR(p) model. Journal of Statistical Computation and Simulation 93:6, pages 983-1010.
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Xiufang Liu, Wenkun Zhang, Wenzheng Yin & Zhiwen Cheng. (2022) Maximum likelihood estimation of the SDMINAR(p) model to analyze some COVID-19 data. Communications in Statistics - Simulation and Computation 0:0, pages 1-24.
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Jie Liu & Haixiang Zhang. (2022) First-order random coefficient INAR process with dependent counting series. Communications in Statistics - Simulation and Computation 51:6, pages 3341-3354.
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Xiufang Liu, Dehui Wang, Dianliang Deng, Jianhua Cheng & Feilong Lu. (2021) Maximum likelihood estimation of the DDRCINAR(p) model. Communications in Statistics - Theory and Methods 50:24, pages 6231-6255.
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Jie Zhang, Dehui Wang & Kai Yang. (2020) A study of RCINAR(1) process with generalized negative binomial marginals. Communications in Statistics - Simulation and Computation 49:6, pages 1487-1510.
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Hanwool Kim & Sangyeol Lee. (2017) On first-order integer-valued autoregressive process with Katz family innovations. Journal of Statistical Computation and Simulation 87:3, pages 546-562.
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R. Nasirzadeh & H. Bakouch. Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients. Journal of Applied Statistics 0:0, pages 1-24.
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Articles from other publishers (6)

Leiya Chang, Xiufang Liu, Dehui Wang, Yingchuan Jing & Chenlong Li. (2022) First-order random coefficient mixed-thinning integer-valued autoregressive model. Journal of Computational and Applied Mathematics 410, pages 114222.
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Xianghong Xu, Dehui Wang & Zhiwen Zhao. (2021) Interval Estimation of Random Coefficient Integer-Valued Autoregressive Model Based on Mean Empirical Likelihood Method. Mathematical Problems in Engineering 2021, pages 1-11.
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Xu Wang. (2019) Statistical inference for the new INAR(2) models with random coefficient. Journal of Inequalities and Applications 2019:1.
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Xiufang Liu & Dehui Wang. (2019) Estimation of parameters in the $\operatorname{DDRCINAR}(p)$ model. Brazilian Journal of Probability and Statistics 33:3.
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Yan Liu, Dehui Wang, Haixiang Zhang & Ningzhong Shi. (2016) Bivariate zero truncated Poisson INAR(1) process. Journal of the Korean Statistical Society 45:2, pages 260-275.
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Manuel G. Scotto, Christian H. Weiß & Sónia Gouveia. (2015) Thinning-based models in the analysis of integer-valued time series: a review. Statistical Modelling 15:6, pages 590-618.
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