Binomial thinning models for integer time series

By Robert C. Jung, A. Tremayne. 2006

77 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e4aa3043b71dfd40a342e985608da9a3d7171272

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

In Finance

In Statistics and Probability

Citations in the corpus

A p‐Order signed integer‐valued autoregressive (SINAR(p)) model (2011, methodology): “To analyse the present data, Jung and Tremayne (2006) fitted an INAR(2) model Xt ¼ a1 Xt 1 þ a2 Xt 2 þ nt; where a1,a2 2 [0,1].”
Asymptotic behavior of unstable INAR(p) processes (2009, background): “, McKenzie [41], Jung and Tremayne [29], and Weiß [53]).”
On composite likelihood estimation of a multivariate INAR(1) model (2013, background): “The reader may refer to McKenzie (2003) and Jung and Tremayne (2006) for a profound review of this class of models.”
Efficient probabilistic forecasts for counts (2011, unknown): “…et al. (1995), Latour (1998), Ispany et al. (2003), Freeland and McCabe (2004), Jung et al. (2005), McCabe and Martin (2005), Silva and Oliveira (2005), Jung and Tremayne (2006), Zhu and Joe (2006), Neal and Subba Rao (2007), Bu and McCabe (2008), Bu et al. (2008) and Drost et al. (2008, 2009).”
A geometric time series model with dependent Bernoulli counting series (2013, unknown): “…and Alzaid (1987), Alzaid and Al-Osh (1988, 1990), Du and Li (1991), Al-Osh and Aly (1992), Franke and Subba Rao (1995), Latour (1997), Silva and Oliveira (2004), Freeland and McCabe (2004a, 2004b, 2005), Jung and Tremayne (2006), Weiß (2008a), Cui and Lund (2010) and Bakouch and Ristić (2010).”
Integer-Valued Self-Exciting Threshold Autoregressive Processes (2012, methodology): “We refer to McKenzie (2003) for an overview of the early work in this area and to Jung and Tremayne (2006, 2010) and Weiß (2008b) for recent developments.”
Flexible Bivariate INAR(1) Processes Using Copulas (2013, background): “, the first-order integer-valued autoregressive (INAR(1)) model, have appeared in the literature (Jung and Tremayne, 2006; McKenzie, 2003).”
A bivariate INAR(1) process with application (2011, unknown): “The interested reader is referred to McKenzie (2003) and Jung and Tremayne (2006) for a brief but detailed review of such models.”
Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation (2015, background): “Comprehensive reviews can be found in McKenzie (2003) and Jung and Tremayne (2006, 2011).”