Autoregressive-Type Time Series of Counts

N. Balakrishna ()
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N. Balakrishna: Cochin University of Science and Technology, Department of Statistics

Chapter Chapter 7 in Non-Gaussian Autoregressive-Type Time Series, 2021, pp 195-225 from Springer

Abstract: Abstract The standard form of an autoregressive model does not help in defining a similar model for discrete time series. A probabilistic operator called binomial thinning is introduced to consolidate the effect of past information to model the future counts. This chapter provides a summary of the autoregressive-type models for generating time series of counts. Even though, the model structures are different, the probabilistic and second-order properties look similar to those of AR models. The models with specified stationary distributions as well as specified innovations are considered. Relevant estimation problems are also studied.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-16-8162-2_7

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DOI: 10.1007/978-981-16-8162-2_7

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