3 citations · 3 across the 2 of their papers we have counts for
2 papers
stat.ME2023
Random multiplication versus random sum: auto-regressive-like models with integer-valued random inputs
Abdelhakim Aknouche, Sonia Gouveia, Manuel Scotto
A common approach to analyze count time series is to fit models based on random sum operators. As an alternative, this paper introduces time series models based on a random multipl…
math.PR2009★ 3 cited
Outliers in INAR(1) models
Matyas Barczy, Marton Ispany, Gyula Pap +2
In this paper the integer-valued autoregressive model of order one, contaminated with additive or innovational outliers is studied in some detail. Moreover, parameter estimation is…