Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/307038 
Year of Publication: 
2023
Citation: 
[Journal:] Statistical Papers [ISSN:] 1613-9798 [Volume:] 65 [Issue:] 4 [Publisher:] Springer [Place:] Berlin, Heidelberg [Year:] 2023 [Pages:] 2527-2553
Publisher: 
Springer, Berlin, Heidelberg
Abstract: 
We consider INAR(1) processes modulated by an unobserved strongly dependent 0-1process. 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.
Subjects: 
INAR process
Zero-inflation
Long-range dependence
Modulation
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article
Document Version: 
Published Version

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