A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
By Miroslav M. Ristic, Hassan Salah Hassan Bakouch, Aleksandar S. Nastic. 2009
284 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/3f35ab65450c4983afedf32a327129a6da5e34c9
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
- W. Barreto‐Souza
- Bent Jørgensen
- Miroslav M. Ristic
- Célestin C. Kokonendji
- Aleksandar S. Nastic
- Ana V. Miletić Ilić
- Hassan Salah Hassan Bakouch
- Wagner Hugo Bonat
In Finance
- W. Barreto‐Souza
- Ana V. Miletić Ilić
- Aleksandar S. Nastic
- Miroslav M. Ristic
- Célestin C. Kokonendji
- Bent Jørgensen
- Hassan Salah Hassan Bakouch
In Statistics and Probability
- Célestin C. Kokonendji
- W. Barreto‐Souza
- Miroslav M. Ristic
- Bent Jørgensen
- Ana V. Miletić Ilić
- Aleksandar S. Nastic
- Hassan Salah Hassan Bakouch
- Gauss Moutinho Cordeiro
Citations in the corpus
- Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) (2012, background): “( 2009 ) also gave some contribution to the analysis of negative-binomial thinning operator.”
- Discrete dispersion models and their Tweedie asymptotics (2014, methodology): “…where X is discrete, this is a geometric compounding of the form N1 + · · · + NX , where N1, N2, . . . is a sequence of i.i.d. geometric random variables with mean c, independent of X , corresponding to the negative binomial thinning of Ristić et al. (2009) and Barreto-Souza & Bourguignon (2014).”
- A geometric time series model with dependent Bernoulli counting series (2013, methodology): “…INAR(1) model with Poisson marginals (Al-Osh and Alzaid, 1987), NGINAR(1), a new geometric INAR(1) model based on negative binomial thinning (Ristić et al., 2009), mixed INAR(1) and mixed ab INAR(1) (Nastić and Ristić, 2012), INAR(1) models I1, I2 and I3 with negative binomial marginals…”
- Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros (2015, methodology): “An alternative to the Poisson INAR process was considered by Ristić et al. (2009) by using a negative binomial thinning operator, which is obtained by assuming that the Wi ’s in (1) follow a geometric distribution.”