EarthSciRN: Water Resources Science (Topic)最新文献

筛选
英文 中文
Noncausal Count Processes 非因果计数过程
EarthSciRN: Water Resources Science (Topic) Pub Date : 2019-08-17 DOI: 10.2139/ssrn.3438687
C. Gouriéroux, Yang Lu
{"title":"Noncausal Count Processes","authors":"C. Gouriéroux, Yang Lu","doi":"10.2139/ssrn.3438687","DOIUrl":"https://doi.org/10.2139/ssrn.3438687","url":null,"abstract":"We introduce noncausal processes to the count time series literature. These processes are defined by time-reversing an INAR(1) process, a non-INAR(1) Markov affine count process, or a random coefficient INAR(1) [RCINAR(1)] process. In the special cases of INAR(1) and RCINAR(1), the causal process and its noncausal counterpart are closely related through a same queuing system with different stochastic specifications. The noncausal processes we introduce are generically time irreversible and have some unique calendar time dynamic properties that are unreplicable by existing causal models. In particular they allow for locally bubble-like explosion, while at the same time remaining stationary. These processes have closed form calendar time conditional probability mass function, which facilitates nonlinear forecasting.","PeriodicalId":193739,"journal":{"name":"EarthSciRN: Water Resources Science (Topic)","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124872106","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信