On strongly dependent zero-inflated INAR(1) processes-Reference-Cited by-同舟云学术

On strongly dependent zero-inflated INAR(1) processes

Published:2023-09-29 Issue: Volume: Page:
ISSN:0932-5026
Container-title:Statistical Papers
language:en
Short-container-title:Stat Papers

Author:

Beran Jan^ORCID,Droullier Frieder

Abstract

AbstractWe consider INAR(1) processes modulated by an unobserved strongly dependent

$$0-1$$

0 - 1 process. The observed process exhibits zero inflation and long memory. A simple method is proposed for estimating the INAR-parameters without modelling the unobserved modulating process. Asymptotic results for the estimators are derived, and a zero-inflation test is introduced. Asymptotic rejection regions and asymptotic power under long-memory alternatives are derived. A small simulation study illustrates the asymptotic results.

Funder

Universität Konstanz

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s00362-023-01496-z.pdf

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