Statistical inference for first-order random coefficient integer-valued autoregressive processes

Autoregressive Gaussian Random Vectors of First Order

Stationary solutions for integer-valued autoregressive processes

The purpose of this paper is to introduce and develop a family of Z+-valued autoregressive processes of order p (INAR(p)) by using the generalized multiplication F of van Harn and Steutel (1982). We obtain various distributional and regression properties for these models. A number of stationary INAR(p) processes with specific marginals are presented and are shown to generalize several existing ...

Conditional Maximum Likelihood Estimation of the First-Order Spatial Integer-Valued Autoregressive (SINAR(1,1)) Model

‎Recently a first-order Spatial Integer-valued Autoregressive‎ ‎SINAR(1,1) model was introduced to model spatial data that comes‎ ‎in counts citep{ghodsi2012}‎. ‎Some properties of this model‎ ‎have been established and the Yule-Walker estimator has been‎ ‎proposed for this model‎. ‎In this paper‎, ‎we introduce the...

A bivariate first-order signed integer-valued autoregressive process

First Order Threshold Integer-valued Moving Average Processes

In this paper, we introduce a new threshold model with poisson innovation: Threshold Integer-Valued Moving Average model (TINMA). We derive the numerical characteristics of TINMA(1) model. Stationary and ergodicity are also obtained. The methods of estimation under analysis is Yule-Walker. Some simulation results illustrate the performance of the proposed method.