A new method of testing for a unit root in the INAR(1) model based on variances-Reference-Cited by-同舟云学术

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A new method of testing for a unit root in the INAR(1) model based on variances

Published:2020-07-06 Issue: Volume: Page:1-18
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Lin Fuming¹²,Shi Daimin³

Affiliation:

1. School of Mathematics and Statistics, Sichuan University of Science & Engineering, Zigong, Sichuan, China

2. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China

3. School of Statistics, Southwestern University of Finance and Economics, Chengdu, Sichuan, China

Funder

Opening Project of Sichuan Province University Key Laboratory of Bridge Non-destruction Detecting and Engineering Computing

the talent introduction project of Sichuan University of Science & Engineering

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2020.1788584

Reference32 articles.

1. FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

2. An integer-valued pth-order autoregressive structure (INAR(p)) process

3. A zero-inflated geometric INAR(1) process with random coefficient

4. Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion

5. First order non-negative integer valued autoregressive processes with power series innovations

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