Inference for pth‐order random coefficient integer‐valued autoregressive processes
By Haitao Zheng, Ishwar V. Basawa, Somnath Datta. 2006
121 citations recorded by the source corpus.
Subfields: Finance, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/838f7fd71fcc2f0faa38930b53c73f12f6a7de15
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Sangyeol Lee
- Konstantinos Fokianos
- Jiwon Kang
- Fukang Zhu
- Ana V. Miletić Ilić
- Aleksandar S. Nastic
- Miroslav M. Ristic
- Roland Fried
In Statistics and Probability
- Sangyeol Lee
- Jiwon Kang
- Konstantinos Fokianos
- Fukang Zhu
- Ana V. Miletić Ilić
- Roland Fried
- Aleksandar S. Nastic
- Miroslav M. Ristic
Citations in the corpus
- Interventions in log-linear Poisson autoregression (2012, background): “6.1) and more recently Zheng et al. (2006) and Davis and Wu (2009).”
- Parameter change test for random coefficient integer‐valued autoregressive processes with application to polio data analysis (2009, methodology): “By investigating the autocorrelation function (ACF) and partial ACF plots from the data and by observing the spikes,Zheng et al. (2006) proposed the followingRCINAR(1)model: Xt ¼ /t Xt 1 þ Zt: Here, in order to test for a change in (/,k), TCLSn and T MQL n are performed at the nominal level 0.1,…”
- Estimation and testing for a Poisson autoregressive model (2011, background): “See Alzaid and Al-Osh (1990), Davis et al. (2003) and Zheng et al. (2006) , among others.”
- 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).”
- A geometric time series model with dependent Bernoulli counting series (2013, background): “The only cases of similar behaviour of conditional variance may be found in Zheng et al. (2006, 2007) and Nastić and Ristić (2012).”