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There are 19922 results for: content related to: First-order integer valued AR processes with zero inflated poisson innovations

  1. A mixed INAR(p) model

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 903–915, Miroslav M. Ristić and Aleksandar S. Nastić

    Version of Record online : 21 JUN 2012, DOI: 10.1111/j.1467-9892.2012.00806.x

  2. First-order rounded integer-valued autoregressive (RINAR(1)) process

    Journal of Time Series Analysis

    Volume 30, Issue 4, July 2009, Pages: 417–448, M. Kachour and J. F. Yao

    Version of Record online : 22 JUN 2009, DOI: 10.1111/j.1467-9892.2009.00620.x

  3. Local asymptotic normality and efficient estimation for INAR(p) models

    Journal of Time Series Analysis

    Volume 29, Issue 5, September 2008, Pages: 783–801, Feike C. Drost, Ramon Van Den Akker and Bas J. M. Werker

    Version of Record online : 22 JUL 2008, DOI: 10.1111/j.1467-9892.2008.00581.x

  4. Testing for parameter constancy in non-Gaussian time series

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 17–29, Lu Han and Brendan McCabe

    Version of Record online : 13 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00810.x

  5. On composite likelihood estimation of a multivariate INAR(1) model

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 206–220, Xanthi Pedeli and Dimitris Karlis

    Version of Record online : 23 OCT 2012, DOI: 10.1111/jtsa.12003

  6. A p-Order signed integer-valued autoregressive (SINAR(p)) model

    Journal of Time Series Analysis

    Volume 32, Issue 3, May 2011, Pages: 223–236, M. Kachour and L. Truquet

    Version of Record online : 8 NOV 2010, DOI: 10.1111/j.1467-9892.2010.00694.x

  7. Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model

    Journal of Time Series Analysis

    Volume 26, Issue 1, January 2005, Pages: 17–36, Maria Eduarda Silva and Vera Lúcia Oliveira

    Version of Record online : 6 JAN 2005, DOI: 10.1111/j.1467-9892.2005.00388.x

  8. Inference for pth-order random coefficient integer-valued autoregressive processes

    Journal of Time Series Analysis

    Volume 27, Issue 3, May 2006, Pages: 411–440, Haitao Zheng, Ishwar V. Basawa and Somnath Datta

    Version of Record online : 14 MAR 2006, DOI: 10.1111/j.1467-9892.2006.00472.x

  9. Maximum likelihood estimation of higher-order integer-valued autoregressive processes

    Journal of Time Series Analysis

    Volume 29, Issue 6, November 2008, Pages: 973–994, Ruijun Bu, Brendan McCabe and Kaddour Hadri

    Version of Record online : 23 OCT 2008, DOI: 10.1111/j.1467-9892.2008.00590.x

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    Corrigendum

    Vol. 30, Issue 2, 259, Version of Record online: 15 MAR 2009

  10. Empirical determination of the frequencies of an almost periodic time series

    Journal of Time Series Analysis

    Volume 34, Issue 2, March 2013, Pages: 262–279, D. Dehay and H. L. Hurd

    Version of Record online : 12 DEC 2012, DOI: 10.1111/jtsa.12009

  11. Difference Equations for the Higher-Order Moments and Cumulants of the INAR(1) Model

    Journal of Time Series Analysis

    Volume 25, Issue 3, May 2004, Pages: 317–333, Maria Eduarda Da Silva and Vera Lúcia Oliveira

    Version of Record online : 14 MAY 2004, DOI: 10.1111/j.1467-9892.2004.01685.x

  12. Changepoints in times series of counts

    Journal of Time Series Analysis

    Volume 33, Issue 5, September 2012, Pages: 757–770, Jürgen Franke, Claudia Kirch and Joseph Tadjuidje Kamgaing

    Version of Record online : 16 MAR 2012, DOI: 10.1111/j.1467-9892.2011.00778.x

  13. Non-stationary autoregressive processes with infinite variance

    Journal of Time Series Analysis

    Volume 33, Issue 6, November 2012, Pages: 916–934, Ngai Hang Chan and Rongmao Zhang

    Version of Record online : 10 JUL 2012, DOI: 10.1111/j.1467-9892.2012.00807.x

  14. Efficient order selection algorithms for integer-valued ARMA processes

    Journal of Time Series Analysis

    Volume 30, Issue 1, January 2009, Pages: 1–18, Víctor Enciso-Mora, Peter Neal and T. Subba Rao

    Version of Record online : 28 DEC 2008, DOI: 10.1111/j.1467-9892.2008.00592.x

  15. Empirical likelihood inference for random coefficient INAR(p) process

    Journal of Time Series Analysis

    Volume 32, Issue 3, May 2011, Pages: 195–203, Haixiang Zhang, Dehui Wang and Fukang Zhu

    Version of Record online : 7 OCT 2010, DOI: 10.1111/j.1467-9892.2010.00691.x

  16. MCMC for Integer-Valued ARMA processes

    Journal of Time Series Analysis

    Volume 28, Issue 1, January 2007, Pages: 92–110, Peter Neal and T. Subba Rao

    Version of Record online : 28 JUL 2006, DOI: 10.1111/j.1467-9892.2006.00500.x

  17. Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis

    Journal of Time Series Analysis

    Volume 30, Issue 2, March 2009, Pages: 239–258, Jiwon Kang and Sangyeol Lee

    Version of Record online : 15 MAR 2009, DOI: 10.1111/j.1467-9892.2009.00608.x

  18. Testing Serial Correlation in Semiparametric Time Series Models

    Journal of Time Series Analysis

    Volume 24, Issue 3, May 2003, Pages: 311–335, DINGDING LI and THANASIS STENGOS

    Version of Record online : 19 MAY 2003, DOI: 10.1111/1467-9892.00309

  19. Efficient Semiparametric Estimation of the Periods in a Superposition of Periodic Functions with Unknown Shape

    Journal of Time Series Analysis

    Volume 27, Issue 6, November 2006, Pages: 877–910, Elisabeth Gassiat and Céline Lévy-Leduc

    Version of Record online : 25 JUL 2006, DOI: 10.1111/j.1467-9892.2006.00493.x

  20. Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs

    Journal of Time Series Analysis

    Volume 26, Issue 5, September 2005, Pages: 631–668, Dietmar Bauer

    Version of Record online : 11 AUG 2005, DOI: 10.1111/j.1467-9892.2005.00441.x