Thinning-based models in the analysis of integer-valued time series: a review (Q4971438): Difference between revisions

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-Manuel G. Scotto
@@ Property / author: Manuel G. Scotto / rank @@
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+Manuel G. Scotto
@@ Property / author: Manuel G. Scotto / rank @@
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+Q57723418
@@ Property / Wikidata QID: Q57723418 / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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@@ Property / cites work @@
+Integer-valued moving average (INMA) process
@@ Property / cites work: Integer-valued moving average (INMA) process / rank @@
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@@ Property / cites work @@
+Binomial autoregressive moving average models
@@ Property / cites work: Binomial autoregressive moving average models / rank @@
+Normal rank
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+Explicit stationary distributions for some galton-watson processes with immigration
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@@ Property / cites work @@
+On some integer-valued autoregressive moving average models
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@@ Property / cites work @@
+An integer-valued <i>p</i>th-order autoregressive structure (INAR(<i>p</i>)) process
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+Some autoregressive moving average processes with generalized Poisson marginal distributions
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@@ Property / cites work @@
+An Extended Binomial Distribution with Applications
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+Poisson difference integer valued autoregressive model of order one
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+Extreme value theory for a class of discrete distributions with applications to some stochastic processes
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+A parametric time series model with covariates for integers in Z
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+Zero truncated Poisson integer-valued AR\((1)\) model
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+Asymptotic behavior of unstable INAR(\(p\)) processes
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@@ Property / cites work @@
+Innovational Outliers in INAR(1) Models
@@ Property / cites work: Innovational Outliers in INAR(1) Models / rank @@
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+Additive outliers in INAR(1) models
@@ Property / cites work: Additive outliers in INAR(1) models / rank @@
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+Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2
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@@ Property / cites work @@
+A skew INAR(1) process on \(\mathbb {Z}\)
@@ Property / cites work: A skew INAR(1) process on \(\mathbb {Z}\) / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete-valued ARMA processes
@@ Property / cites work: Discrete-valued ARMA processes / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation in integer-valued moving average models
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@@ Property / cites work @@
+GENERALIZED INTEGER-VALUED AUTOREGRESSION
@@ Property / cites work: GENERALIZED INTEGER-VALUED AUTOREGRESSION / rank @@
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@@ Property / cites work @@
+Maximum likelihood estimation of higher-order integer-valued autoregressive processes
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+A bivariate first-order signed integer-valued autoregressive process
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+On the Bivariate Skellam Distribution
@@ Property / cites work: On the Bivariate Skellam Distribution / rank @@
+Normal rank
@@ Property / cites work @@
+A parametric study for the first-order signed integer-valued autoregressive process
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+Inference in binomial AR(1) models
@@ Property / cites work: Inference in binomial AR(1) models / rank @@
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+Break Detection for a Class of Nonlinear Time Series Models
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+A simple integer-valued bilinear time series model
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+Note on integer-valued bilinear time series models
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+Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models
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+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
@@ Property / cites work: THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL / rank @@
+Normal rank
@@ Property / cites work @@
+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
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@@ Property / cites work @@
+Time series analysis: Methods and applications
@@ Property / cites work: Time series analysis: Methods and applications / rank @@
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@@ Property / cites work @@
+Nonlinear Poisson autoregression
@@ Property / cites work: Nonlinear Poisson autoregression / rank @@
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+Poisson Autoregression
@@ Property / cites work: Poisson Autoregression / rank @@
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@@ Property / cites work @@
+True integer value time series
@@ Property / cites work: True integer value time series / rank @@
+Normal rank
@@ Property / cites work @@
+A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model
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@@ Property / cites work @@
+Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process
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@@ Property / cites work @@
+Maximum term of a particular autoregressivesequence with discrete margins
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@@ Property / cites work @@
+Extremes of integer-valued moving average models with regularly varying tails
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@@ Property / cites work @@
+Extremes of integer-valued moving average sequences
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@@ Property / cites work @@
+Tests for time series of counts based on the probability-generating function
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@@ Property / cites work @@
+STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES
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+First‐order integer valued AR processes with zero inflated poisson innovations
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+Time series models with univariate margins in the convolution-closed infinitely divisible class
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@@ Property / cites work @@
+Stationary Time Series Models with Exponential Dispersion Model Margins
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@@ Property / cites work @@
+Testing for serial dependence in time series models of counts
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@@ Property / cites work @@
+Useful models for time series of counts or simply wrong ones?
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@@ Property / cites work @@
+Convolution-closed models for count time series with applications
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@@ Property / cites work @@
+A p-Order signed integer-valued autoregressive (SINAR(p)) model
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+Flexible Bivariate INAR(1) Processes Using Copulas
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+Integer autoregressive models with structural breaks
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+A non-stationary integer-valued autoregressive model
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@@ Property / cites work @@
+Goodness-of-fit tests for binomial AR(1) processes
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@@ Property / cites work @@
+Q3134468
@@ Property / cites work: Q3134468 / rank @@
+Normal rank
@@ Property / cites work @@
+The Multivariate Ginar(<i>p</i>) Process
@@ Property / cites work: The Multivariate Ginar(<i>p</i>) Process / rank @@
+Normal rank
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+Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
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@@ Property / cites work @@
+Random rounded integer-valued autoregressive conditional heteroskedastic process
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@@ Property / cites work @@
+Efficient Probabilistic Forecasts for Counts
@@ Property / cites work: Efficient Probabilistic Forecasts for Counts / rank @@
+Normal rank
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+Asymptotic analysis of extremes from autoregressive negative binomial processes
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@@ Property / cites work @@
+Some ARMA models for dependent sequences of poisson counts
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@@ Property / cites work @@
+Optimal Alarm Systems for Count Processes
@@ Property / cites work: Optimal Alarm Systems for Count Processes / rank @@
+Normal rank
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+Integer-valued autoregressive processes with periodic structure
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@@ Property / cites work @@
+Integer-Valued Self-Exciting Threshold Autoregressive Processes
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@@ Property / cites work @@
+A combined geometric \(INAR(p)\) model based on negative binomial thinning
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+A bivariate INAR(1) process with application
@@ Property / cites work: A bivariate INAR(1) process with application / rank @@
+Normal rank
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+On composite likelihood estimation of a multivariate INAR(1) model
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+On Estimation of the Bivariate Poisson INAR Process
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+Some properties of multivariate INAR(1) processes
@@ Property / cites work: Some properties of multivariate INAR(1) processes / rank @@
+Normal rank
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+Likelihood Estimation for the INAR(<i>p</i>) Model by Saddlepoint Approximation
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+An autoregressive model for multilag Markov chains
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+Characterization of count data distributions involving additivity and binomial subsampling
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+Bivariate Time Series Modeling of Financial Count Data
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+A long-memory integer-valued time series model, INARFIMA, for financial application
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+A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
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@@ Property / cites work @@
+Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))
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+A bivariate \(INAR(1)\) time series model with geometric marginals
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+A geometric time series model with dependent Bernoulli counting series
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+On random coefficient INAR(1) processes
@@ Property / cites work: On random coefficient INAR(1) processes / rank @@
+Normal rank
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+Bivariate binomial autoregressive models
@@ Property / cites work: Bivariate binomial autoregressive models / rank @@
+Normal rank
@@ Property / cites work @@
+Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
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+Replicated INAR(1) processes
@@ Property / cites work: Replicated INAR(1) processes / rank @@
+Normal rank
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+Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
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+Discrete analogues of self-decomposability and stability
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+Score statistics for testing serial dependence in count data
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+Some recent theory for autoregressive count time series
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@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-Linear Time Series
@@ Property / cites work: Non-Linear Time Series / rank @@
+Normal rank
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+Thinning operations for modeling time series of counts -- a survey
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+Serial dependence and regression of Poisson INARMA models
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@@ Property / cites work @@
+The combined \(\mathrm{INAR}(p)\) models for time series of counts
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+A New Class of Autoregressive Models for Time Series of Binomial Counts
+Normal rank
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+Integer-valued autoregressive models for counts showing underdispersion
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@@ Property / cites work @@
+A Poisson INAR(1) model with serially dependent innovations
+Normal rank
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+Binomial AR(1) processes: moments, cumulants, and estimation
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+Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
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@@ Property / cites work @@
+Chain Binomial Models and Binomial Autoregressive Processes
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+BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
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+Inference for INAR\((p)\) processes with signed generalized power series thinning operator
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+Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis
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+Inference for pth-order random coefficient integer-valued autoregressive processes
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+First-order random coefficient integer-valued autoregressive processes
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+A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
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+Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
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+Negative binomial time series models based on expectation thinning operators
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+Publication:4971438