An integer-valued autoregressive process for seasonality
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2019.1685995
Abstract: ABSTRACT In this paper, we propose an integer-valued autoregressive process of order 1 for seasonality with period d and intra-seasonally dependent innovations (). Model properties are provided for the univariate and multivariate representation of the… read more here.
Keywords: seasonality; integer valued; valued autoregressive; process ... See more keywords
Estimation for random coefficient integer-valued autoregressive model under random environment
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DOI: 10.1186/s13662-019-2436-2
Abstract: A first-order random coefficient integer-valued autoregressive model based on the negative binomial thinning operator under r states random environment is introduced. This paper derives numerical characteristics of the proposed model, establishes Yule–Walker estimators of model… read more here.
Keywords: coefficient integer; integer valued; valued autoregressive; model ... See more keywords
A New First-Order Integer-Valued Autoregressive Model with Bell Innovations
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DOI: 10.3390/e23060713
Abstract: A Poisson distribution is commonly used as the innovation distribution for integer-valued autoregressive models, but its mean is equal to its variance, which limits flexibility, so a flexible, one-parameter, infinitely divisible Bell distribution may be… read more here.
Keywords: bell; integer valued; valued autoregressive; model ... See more keywords