Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros (Q3452744): Difference between revisions

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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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+Additive outliers in INAR(1) models
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+Bayesian nonparametric forecasting for INAR models
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+Analysis of low count time series data by poisson autoregression
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+Some ARMA models for dependent sequences of poisson counts
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+Validation tests for the innovation distribution in INAR time series models
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+On Shifted Geometric INAR(1) Models Based on Geometric Counting Series
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+Some geometric mixed integer-valued autoregressive (INAR) models
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+A geometric time series model with dependent Bernoulli counting series
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+A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
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+Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
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+Discrete analogues of self-decomposability and stability
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+First‐order integer valued AR processes with zero inflated poisson innovations
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+Serial dependence and regression of Poisson INARMA models
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+Q3077490
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+Jumps in binomial AR(1) processes
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+Binomial AR(1) processes: moments, cumulants, and estimation
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