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Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach. (2008). McCabe, Brendan ; Bu, Ruijun.
In: International Journal of Forecasting.
RePEc:eee:intfor:v:24:y:2008:i:1:p:151-162.

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  1. On bivariate threshold Poisson integer-valued autoregressive processes. (2023). Wang, Dehui ; Li, Han ; Zhao, Yiwei ; Yang, Kai.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
    RePEc:spr:metrik:v:86:y:2023:i:8:d:10.1007_s00184-023-00899-0.

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  2. Portmanteau tests for generalized integer-valued autoregressive time series models. (2022). Zamani, Atefeh ; Shishebor, Zohreh ; Forughi, Masoomeh.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:63:y:2022:i:4:d:10.1007_s00362-021-01274-9.

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  3. Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
  4. On MCMC sampling in self-exciting integer-valued threshold time series models. (2022). Dong, Xiaogang ; Zhang, Qingqing ; Yu, Xinyang ; Yang, Kai.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:169:y:2022:i:c:s0167947321002449.

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  6. Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies. (2021). Voloshko, Valeriy ; Kharin, Yuriy.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:185:y:2021:i:c:s0047259x21000555.

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  7. Hierarchical Markov-switching models for multivariate integer-valued time-series. (2021). di Mari, Roberto ; Catania, Leopoldo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:221:y:2021:i:1:p:118-137.

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  8. The predictive distributions of thinning?based count processes. (2021). Lu, Yang.
    In: Scandinavian Journal of Statistics.
    RePEc:bla:scjsta:v:48:y:2021:i:1:p:42-67.

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  9. Model-based INAR bootstrap for forecasting INAR(p) models. (2019). Gerolimetto, Margherita ; Bisaglia, Luisa.
    In: Computational Statistics.
    RePEc:spr:compst:v:34:y:2019:i:4:d:10.1007_s00180-019-00902-1.

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  10. Bivariate integer-autoregressive process with an application to mutual fund flows. (2019). Sun, Ran ; Lu, Yang ; le Fol, Gaelle ; Darolles, Serge.
    In: Post-Print.
    RePEc:hal:journl:halshs-02418967.

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  11. Bivariate integer-autoregressive process with an application to mutual fund flows. (2019). darolles, serge ; le Fol, Gaelle ; Sun, Ran ; Lu, Yang.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:173:y:2019:i:c:p:181-203.

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  12. Evaluating the effects of the road safety system approach in Brunei. (2018). Haque, Ohidul M.
    In: Transportation Research Part A: Policy and Practice.
    RePEc:eee:transa:v:118:y:2018:i:c:p:594-607.

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  13. Coherent forecasting for stationary time series of discrete data. (2015). Biswas, Atanu ; Maiti, Raju.
    In: AStA Advances in Statistical Analysis.
    RePEc:spr:alstar:v:99:y:2015:i:3:p:337-365.

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  14. Forecasting integer autoregressive processes of order 1: are simple AR competitive?. (2015). Gerolimetto, Margherita ; Bisaglia, Luisa.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-15-00073.

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  15. Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models. (2013). McCabe, Brendan ; Martin, Gael ; Forbes, Catherine ; McCabe, Brendan P. M., ; Ng, Jason .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:29:y:2013:i:3:p:411-430.

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  16. Diagnostic checks for integer-valued autoregressive models using expected residuals. (2012). Park, Yousung ; Kim, Hee-Young.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:53:y:2012:i:4:p:951-970.

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  17. Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models. (2011). McCabe, Brendan ; Martin, Gael ; Forbes, Catherine ; Brendan P. M. McCabe, ; Ng, Jason .
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2011-11.

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  18. Maximum likelihood estimation of higher-order integer-valued autoregressive processes. (2008). McCabe, Brendan ; Hadri, Kaddour ; Bu, Ruijun.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:29:y:2008:i:6:p:973-994.

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References

References cited by this document

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  3. Bu, R. (2006). Essays in financial econometrics and time series analysis. Ph.D. Thesis, University of Liverpool.
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