The max-INAR(1) model for count processes
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DOI: 10.1007/s11749-017-0573-z
Abstract: This paper proposes a discrete counterpart of the conventional max-autoregressive process of order one. It is based on the so-called binomial thinning operator and driven by a sequence of independent and identically distributed nonnegative integer-valued… read more here.
Keywords: inar model; model count; process; max inar ... See more keywords
Partial Autocorrelation Diagnostics for Count Time Series
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DOI: 10.3390/e25010105
Abstract: In a time series context, the study of the partial autocorrelation function (PACF) is helpful for model identification. Especially in the case of autoregressive (AR) models, it is widely used for order selection. During the… read more here.
Keywords: count processes; time series; partial autocorrelation; series ... See more keywords