99
Views
5
CrossRef citations to date
0
Altmetric
Original Articles

First-order random coefficient INAR process with dependent counting series

&
Pages 3341-3354 | Received 10 Feb 2019, Accepted 31 Dec 2019, Published online: 17 Jan 2020

References

  • Al-Osh, M., and A. Alzaid. 1987. First-order integer-valued autoregressive (INAR(1)) process. Journal of Time Series Analysis 8 (3):261–75. doi:10.1111/j.1467-9892.1987.tb00438.x.
  • Bakouch, H., M. Mohammadpour, and M. Shirozhan. 2018. A zero-inflated geometric INAR(1) process with random coefficient. Applications of Mathematics 63 (1):79–105. doi:10.21136/AM.2018.0082-17.
  • Bakouch, H., and M. Ristić. 2010. Zero truncated Poisson integer-valued AR(1) model. Metrika 72 (2):265–80. doi:10.1007/s00184-009-0252-5.
  • Gomes, D., and L. Castro. 2009. Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process. Journal of Statistical Planning and Inference 139 (12):4088–97. doi:10.1016/j.jspi.2009.05.037.
  • Harvey, A., and C. Fernandes. 1989. Time series models for count or qualitative observations. Journal of Business & Economic Statistics 7:407–17. doi:10.2307/1391639.
  • Jazi, M., G. Jones, and G.-D. Lai. 2012. First-order integer valued AR processes with zero inflated Poisson innovations. Journal of Time Series Analysis 33 (6):954–63. doi:10.1111/j.1467-9892.2012.00809.x.
  • Jowaheer, V., N. Mamode Khan, and Y. Sunecher. 2018. A BINAR(1) time-series model with cross-correlated COM-Poisson innovations. Communications in Statistics - Theory and Methods 47 (5):1133–54. doi:10.1080/03610926.2017.1316400.
  • Li, H., K. Yang, S. Zhao, and D. Wang. 2018. First-order random coefficients integer-valued threshold autoregressive processes. AStA Advances in Statistical Analysis 102 (3):305–31. doi:10.1007/s10182-017-0306-3.
  • Miletić Ilić, A. 2016. A geometric time series model with a new dependent Bernoulli counting series. Communications in Statistics - Theory and Methods 45 (21):6400–15. doi:10.1080/03610926.2014.895840.
  • Miletić Ilić, A., M. Ristić, A. Nastić, and H. Bakouch. 2018. An INAR(1) model based on a mixed dependent and independent counting series. Journal of Statistical Computation and Simulation 88 (2):290–304. doi:10.1080/00949655.2017.1388380.
  • Nastić, A., P. Laketa, and M. Ristić. 2016. Random environment integer-valued autoregressive process. Journal of Time Series Analysis 37 (2):267–87. doi:10.1111/jtsa.12161.
  • Nastić, A., M. Ristić, and A. Miletić Ilić. 2017. A geometric time-series model with an alternative dependent Bernoulli counting series. Communications in Statistics - Theory and Methods 46 (2):770–85. doi:10.1080/03610926.2015.1005100.
  • Ristić, M., H. Bakouch, and A. Nastić. 2009. A new geometric first-order integer-valued autoregressive (NGINAR(1)) process. Journal of Statistical Planning and Inference 139 (7):2218–26. doi:10.1016/j.jspi.2008.10.007.
  • Ristić, M. M., A. S. Nastić, and A. V. Miletić Ilić. 2013. A geometric time series model with dependent Bernoulli counting series. Journal of Time Series Analysis 34 (4):466–76. doi:10.1111/jtsa.12023.
  • Scotto, M., C. Weiß, and S. Gouveia. 2015. Thinning-based models in the analysis of integer-valued time series: A review. Statistical Modelling: An International Journal 15 (6):590–618. doi:10.1177/1471082X15584701.
  • Wang, D., and H. Zhang. 2010. Generalized RCINAR(p) process with signed thinning operator. Communications in Statistics - Simulation and Computation 40 (1):13–44. doi:10.1080/03610918.2010.526739.
  • Wang, X., D. Wang, K. Yang, and D. Xu. 2019. Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning. Communications in Statistics - Simulation and Computation 1–23. doi:10.1080/03610918.2019.1586929.
  • Weiß, C. 2008. Thinning operations for modeling time series of counts - a survey. AStA Advances in Statistical Analysis 92 (3):319–43. doi:10.1007/s10182-008-0072-3.
  • Weiß, C. 2015. A Poisson INAR(1) model with serially dependent innovations. Metrika 78 (7):829–51. doi:10.1007/s00184-015-0529-9.
  • Yang, K., D. Wang, B. Jia, and H. Li. 2018. An integer-valued threshold autoregressive process based on negative binomial thinning. Statistical Papers 59 (3):1131–60. doi:10.1007/s00362-016-0808-1.
  • Yu, M., D. Wang, and K. Yang. 2019. A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning. Journal of the Korean Statistical Society 48:248–264.
  • Zhang, H., and D. Wang. 2015. Inference for random coefficient INAR(1) process based on frequency domain analysis. Communications in Statistics - Simulation and Computation 44 (4):1078–100. doi:10.1080/03610918.2013.804556.
  • Zhang, H., D. Wang, and F. Zhu. 2010. Inference for INAR(p) processes with signed generalized power series thinning operator. Journal of Statistical Planning and Inference 140 (3):667–83. doi:10.1016/j.jspi.2009.08.012.
  • Zhang, H., D. Wang, and F. Zhu. 2011a. Empirical likelihood inference for random coefficient INAR(p) process. Journal of Time Series Analysis 32 (3):195–203. doi:10.1111/j.1467-9892.2010.00691.x.
  • Zhang, H., D. Wang, and F. Zhu. 2011b. The empirical likelihood for first-order random coefficient integer-valued autoregressive processes. Communications in Statistics - Theory and Methods 40 (3):492–509. doi:10.1080/03610920903443997.
  • Zhang, H., D. Wang, and F. Zhu. 2012. Generalized RCINAR(1) process with signed thinning operator. Communications in Statistics - Theory and Methods 41 (10):1750–70. doi:10.1080/03610926.2010.551452.
  • Zheng, H., I. Basawa, and S. Datta. 2006. Inference for pth-order random coefficient integer-valued autoregressive processes. Journal of Time Series Analysis 27 (3):411–40. doi:10.1111/j.1467-9892.2006.00472.x.
  • Zheng, H., I. Basawa, and S. Datta. 2007. First-order random coefficient integer-valued autoregressive processes. Journal of Statistical Planning and Inference 137 (1):212–29. doi:10.1016/j.jspi.2005.12.003.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.