Testing for zero inflation and overdispersion in INAR(1) models (Q2423193): Difference between revisions

It is observed that the marginal distribution of count data processes rarely follows a simple Poisson model in practice. In this example dispersion index or zero index can be computed if it is defined appropriately. Several tests on such indexes are defined. The definition of the model INAR(1) is given. Several examples are given to test it and to illustrate the application of these tests in practice.

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reviewed by

Rózsa Horváth-Bokor

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zbMATH Keywords

discrete data models

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overdispersion

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zero-inflation

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count data time series

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dispersion index

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zero indexes

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1007/s00362-016-0851-y

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cites work

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

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A Note on a Test for Poisson Overdispersion

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Some Methods for Strengthening the Common χ 2 Tests

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Q3874992

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Some Limit Theorems for Stationary Processes

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First‐order integer valued AR processes with zero inflated poisson innovations

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Univariate Discrete Distributions

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Estimation in conditional first order autoregression with discrete support

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Modelling and coherent forecasting of zero-inflated count time series

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Validation tests for the innovation distribution in INAR time series models

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A geometric time-series model with an alternative dependent Bernoulli counting series

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Diagnostic checks for integer-valued autoregressive models using expected residuals

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Count Data Distributions

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Characterization of count data distributions involving additivity and binomial subsampling

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Detecting over- and under-dispersion in zero inflated data with the hyper-Poisson regression model

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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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Discrete analogues of self-decomposability and stability

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A Score Test for Zero Inflation in a Poisson Distribution

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Thinning operations for modeling time series of counts -- a survey

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Integer-valued autoregressive models for counts showing underdispersion

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Detecting overdispersion in INARCH(1) 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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Identifiers

zbMATH Open document ID

1420.62401

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DOI

10.1007/s00362-016-0851-y

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2423193

@@ Property / cites work @@
+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
+Normal rank
@@ Property / cites work @@
+First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
+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 @@
+A Note on a Test for Poisson Overdispersion
@@ Property / cites work: A Note on a Test for Poisson Overdispersion / rank @@
+Normal rank
@@ Property / cites work @@
+Some Methods for Strengthening the Common χ 2 Tests
+Normal rank
@@ Property / cites work @@
+Q3874992
@@ Property / cites work: Q3874992 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Limit Theorems for Stationary Processes
@@ Property / cites work: Some Limit Theorems for Stationary Processes / rank @@
+Normal rank
@@ Property / cites work @@
+First‐order integer valued AR processes with zero inflated poisson innovations
+Normal rank
@@ Property / cites work @@
+Univariate Discrete Distributions
@@ Property / cites work: Univariate Discrete Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation in conditional first order autoregression with discrete support
+Normal rank
@@ Property / cites work @@
+Modelling and coherent forecasting of zero-inflated count time series
+Normal rank
@@ Property / cites work @@
+Validation tests for the innovation distribution in INAR time series models
+Normal rank
@@ Property / cites work @@
+A geometric time-series model with an alternative dependent Bernoulli counting series
+Normal rank
@@ Property / cites work @@
+Diagnostic checks for integer-valued autoregressive models using expected residuals
+Normal rank
@@ Property / cites work @@
+Count Data Distributions
@@ Property / cites work: Count Data Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Characterization of count data distributions involving additivity and binomial subsampling
+Normal rank
@@ Property / cites work @@
+Detecting over- and under-dispersion in zero inflated data with the hyper-Poisson regression model
+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 @@
+Discrete analogues of self-decomposability and stability
+Normal rank
@@ Property / cites work @@
+A Score Test for Zero Inflation in a Poisson Distribution
+Normal rank
@@ Property / cites work @@
+Thinning operations for modeling time series of counts -- a survey
+Normal rank
@@ Property / cites work @@
+Integer-valued autoregressive models for counts showing underdispersion
+Normal rank
@@ Property / cites work @@
+Detecting overdispersion in INARCH(1) processes
@@ Property / cites work: Detecting overdispersion in INARCH(1) processes / rank @@
+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