First-order random coefficient integer-valued autoregressive processes
By Haitao Zheng, Ishwar V. Basawa, Somnath Datta. 2007
173 citations recorded by the source corpus.
Subfields: Control and Systems Engineering, Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/5f4937e6795c3323a2ed5383ad7db0737992ac8a
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Control and Systems Engineering
In Finance
- Ana V. Miletić Ilić
- Aleksandar S. Nastic
- Miroslav M. Ristic
- Sangyeol Lee
- Jiwon Kang
- Hassan Salah Hassan Bakouch
- W. Barreto‐Souza
- Célestin C. Kokonendji
In Statistics and Probability
- Ana V. Miletić Ilić
- Aleksandar S. Nastic
- Miroslav M. Ristic
- Sangyeol Lee
- Jiwon Kang
- Hassan Salah Hassan Bakouch
- W. Barreto‐Souza
- Youngmi Lee
Citations in the corpus
- A geometric time series model with dependent Bernoulli counting series (2013, background): “(2006) or following the proof for the ergodicity from Zheng et al. (2006). 4.”
- Count Time Series Models (2012, unknown): “Random coefficient integer-valued autoregressive models have been proposed in Zheng et al. (2006) and Zheng et al. (2007).”
- Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) (2012, methodology): “( 2007 ) introduced random coefficient integer-valued autoregressive processes, providing nonparametric as well as parametric methods of the model parameters estimation.”
- Zero truncated Poisson integer-valued AR(1) model (2010, background): “We can note that ZTPINAR(1) process andRCINAR(1) process defined byZheng et al. (2007) are similar in their general form but the ZTPINAR(1) takes positive integer values and its random coefficient has discrete distribution while the RCINAR(1) takes non-negative integer values and its random coeffici”
- Parameter change test for random coefficient integer‐valued autoregressive processes with application to polio data analysis (2009, methodology): “The last inequality can be established as in Proof of Theorem 3.2 of Zheng et al. (2007), and the details are omitted here.”