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On random coefficient INAR processes with long memory

Jan Beran & Frieder Droullier

AStA Advances in Statistical Analysis2025https://doi.org/10.1007/s10182-025-00523-8article
ABDC C
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0.37

What the paper says

Abstract We consider random coefficient INAR(1) processes with a strongly dependent latent random coefficient process. It is shown that, in spite of its conditional Markovian structure, the unconditional process exhibits long-range dependence. Short-term prediction and estimation of parameters involved in the prediction are considered. Asymptotic rates of convergence are derived.

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https://doi.org/https://doi.org/10.1007/s10182-025-00523-8

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@article{jan2025,
  title        = {{On random coefficient INAR processes with long memory}},
  author       = {Jan Beran & Frieder Droullier},
  journal      = {AStA Advances in Statistical Analysis},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1007/s10182-025-00523-8},
}

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On random coefficient INAR processes with long memory

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Evidence weight

0.37

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.16 × 0.4 = 0.06
M · momentum0.53 × 0.15 = 0.08
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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