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Title: Generalized Integer-Valued Random Coefficient for a first Order Structure Autoregressive (RCINAR) Process
Authors: Gomes, Dulce
Canto e Castro, Luisa
Editors: DasGupta, A.
Dette, H.
Loh, W.-L.
Keywords: INAR models
stochastic autoregressive models
generalized thinning operation
Issue Date: 28-May-2009
Publisher: Journal of Statistical Planning and Inference
Citation: Zacarias OP, Majlender P. Malar J. 2011 Apr 17;10:93. doi:10.1186/1475 2875-10-93. Spiegelman D, Casella M. Biometrics. 1997 Jun;53(2):395-409.
Abstract: A random coefficient autoregressive process for count data based on a generalized thinning operator is presented. Existence and weak stationarity conditions for these models are established. For the particular case of the (generalized) binomial thinning, it is proved that the necessary and sufficient conditions for weak stationarity are the same as those for continuous valued AR(1) processes. These kinds of processes are appropriate for modelling non-linear integer-valued time series. They allow for over-dispersion and are appropriate when including covariates. Model parameters estimators are calculated and their properties studied analytically and/or through simulation.
Type: article
Appears in Collections:MAT - Publicações - Artigos em Revistas Internacionais Com Arbitragem Científica

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