Poisson–geometric INAR(1) process for modeling count time series with overdispersion (Q6085831): Difference between revisions

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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
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+First‐order integer valued AR processes with zero inflated poisson innovations
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+Q2869629
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+Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
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+A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
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+A geometric time series model with dependent Bernoulli counting series
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+Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
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+On the Time-Reversibility of Integer-Valued Autoregressive Processes of General Order
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+Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes
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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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+Estimation in nonlinear time series models
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+Serial dependence and regression of Poisson INARMA models
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+Modelling time series of counts with overdispersion
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+Jumps in binomial AR(1) processes
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+INARCH(1) processes: Higher-order moments and jumps
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+Publication:6085831