Binomial autoregressive processes with density-dependent thinning

Weiss, Christian H. and Pollett, Philip K. (2014) Binomial autoregressive processes with density-dependent thinning. Journal of Time Series Analysis, 35 2: 115-132. doi:10.1002/jtsa.12054

Author Weiss, Christian H.
Pollett, Philip K.
Title Binomial autoregressive processes with density-dependent thinning
Journal name Journal of Time Series Analysis   Check publisher's open access policy
ISSN 0143-9782
Publication date 2014-03-01
Year available 2013
Sub-type Article (original research)
DOI 10.1002/jtsa.12054
Volume 35
Issue 2
Start page 115
End page 132
Total pages 18
Place of publication Chichester, West Sussex, United Kingdom
Publisher Wiley-Blackwell Publishing
Language eng
Formatted abstract
We present an elaboration of the usual binomial AR(1) process on {0,1,...,N}that allows the thinning probabilities to depend on the current state n only through the 'density' n/N, a natural assumption in many real contexts. We derive some basic properties of the model and explore approaches to parameter estimation. Some special cases are considered that allow for overdispersion and underdispersion, as well as positive and negative autocorrelations. We derive a law of large numbers and a central limit theorem, which provide useful large-N approximations for various quantities of interest.
Keyword Binomial AR(1) model
Binomial INARCH(1) model
Metapopulation models
Normal approximation
Q-Index Code C1
Q-Index Status Confirmed Code
Institutional Status UQ
Additional Notes Published online 13 December 2013

Document type: Journal Article
Sub-type: Article (original research)
Collections: School of Mathematics and Physics
Official 2014 Collection
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Citation counts: TR Web of Science Citation Count  Cited 6 times in Thomson Reuters Web of Science Article | Citations
Scopus Citation Count Cited 7 times in Scopus Article | Citations
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