Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977): Difference between revisions

Latest revision as of 01:14, 28 July 2024

scientific article; zbMATH DE number 7476249

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English	Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective	scientific article; zbMATH DE number 7476249

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instance of

scholarly article

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title

Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (English)

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18 February 2022

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zbMATH Keywords

count time series

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geometric process

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thinning operator

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coherent forecasting

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time reversibility

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describes a project that uses

R

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/15326349.2021.1977141

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cites work

First order autoregressive time series with negative binomial and geometric marginals

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Explicit stationary distributions for some galton-watson processes with immigration

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FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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Estimation in Reversible Markov Chains

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Zero truncated Poisson integer-valued AR\((1)\) model

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Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros

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Mixed Poisson INAR(1) processes

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A skew INAR(1) process on \(\mathbb {Z}\)

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Bayesian nonparametric forecasting for INAR models

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Predictive Model Assessment for Count Data

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Integer-Valued GARCH Process

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True integer value time series

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Analysis of low count time series data by poisson autoregression

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Asymptotic properties of CLS estimators in the Poisson AR(1) model

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Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process

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Q3568949

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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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Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts

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Modelling and coherent forecasting of zero-inflated count time series

0 references

Time Series of Zero‐Inflated Counts and their Coherent Forecasting

0 references

Autoregressive moving-average processes with negative-binomial and geometric marginal distributions

0 references

Some ARMA models for dependent sequences of poisson counts

0 references

Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations

0 references

A new geometric first-order integer-valued autoregressive (NGINAR(1)) process

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On the Time-Reversibility of Integer-Valued Autoregressive Processes of General Order

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Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion

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Thinning-based models in the analysis of integer-valued time series: a review

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The max-INAR(1) model for count processes

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Discrete analogues of self-decomposability and stability

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Generalized RCINAR(<i>p</i>) Process with Signed Thinning Operator

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INARCH(1) processes: Higher-order moments and jumps

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An Introduction to Discrete‐Valued Time Series

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Statistical inference for first-order random coefficient integer-valued autoregressive processes

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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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Zero-inflated Poisson and negative binomial integer-valued GARCH models

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Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models

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Identifiers

zbMATH Open document ID

1493.62525

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DOI

10.1080/15326349.2021.1977141

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5030977

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/15326349.2021.1977141
+Normal rank
@@ Property / OpenAlex ID @@
+W3202816229
@@ Property / OpenAlex ID: W3202816229 / rank @@
+Normal rank
@@ Property / cites work @@
+First order autoregressive time series with negative binomial and geometric marginals
+Normal rank
@@ Property / cites work @@
+Explicit stationary distributions for some galton-watson processes with immigration
+Normal rank
@@ Property / cites work @@
+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
+Normal rank
@@ Property / cites work @@
+Estimation in Reversible Markov Chains
@@ Property / cites work: Estimation in Reversible Markov Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Zero truncated Poisson integer-valued AR\((1)\) model
+Normal rank
@@ Property / cites work @@
+Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros
+Normal rank
@@ Property / cites work @@
+Mixed Poisson INAR(1) processes
@@ Property / cites work: Mixed Poisson INAR(1) processes / rank @@
+Normal rank
@@ 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 @@
+Bayesian nonparametric forecasting for INAR models
+Normal rank
@@ Property / cites work @@
+Predictive Model Assessment for Count Data
@@ Property / cites work: Predictive Model Assessment for Count Data / rank @@
+Normal rank
@@ Property / cites work @@
+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
+Normal rank
@@ Property / cites work @@
+True integer value time series
@@ Property / cites work: True integer value time series / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of low count time series data by poisson autoregression
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of CLS estimators in the Poisson AR(1) model
+Normal rank
@@ Property / cites work @@
+Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process
+Normal rank
@@ Property / cites work @@
+Q3568949
@@ Property / cites work: Q3568949 / rank @@
+Normal rank
@@ Property / cites work @@
+First‐order integer valued AR processes with zero inflated poisson innovations
+Normal rank
@@ Property / cites work @@
+Time series models with univariate margins in the convolution-closed infinitely divisible class
+Normal rank
@@ Property / cites work @@
+Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
+Normal rank
@@ Property / cites work @@
+Modelling and coherent forecasting of zero-inflated count time series
+Normal rank
@@ Property / cites work @@
+Time Series of Zero‐Inflated Counts and their Coherent Forecasting
+Normal rank
@@ Property / cites work @@
+Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
+Normal rank
@@ Property / cites work @@
+Some ARMA models for dependent sequences of poisson counts
+Normal rank
@@ Property / cites work @@
+Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
+Normal rank
@@ Property / cites work @@
+A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
+Normal rank
@@ Property / cites work @@
+On the Time-Reversibility of Integer-Valued Autoregressive Processes of General Order
+Normal rank
@@ Property / cites work @@
+Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
+Normal rank
@@ Property / cites work @@
+Thinning-based models in the analysis of integer-valued time series: a review
+Normal rank
@@ Property / cites work @@
+The max-INAR(1) model for count processes
@@ Property / cites work: The max-INAR(1) model for count processes / rank @@
+Normal rank
@@ Property / cites work @@
+Discrete analogues of self-decomposability and stability
+Normal rank
@@ Property / cites work @@
+Generalized RCINAR(<i>p</i>) Process with Signed Thinning Operator
+Normal rank
@@ Property / cites work @@
+INARCH(1) processes: Higher-order moments and jumps
+Normal rank
@@ Property / cites work @@
+An Introduction to Discrete‐Valued Time Series
@@ Property / cites work: An Introduction to Discrete‐Valued Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for first-order random coefficient integer-valued autoregressive processes
+Normal rank
@@ Property / cites work @@
+Inference for pth-order random coefficient integer-valued autoregressive processes
+Normal rank
@@ Property / cites work @@
+First-order random coefficient integer-valued autoregressive processes
+Normal rank
@@ Property / cites work @@
+Zero-inflated Poisson and negative binomial integer-valued GARCH models
+Normal rank
@@ Property / cites work @@
+Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
+Normal rank