Inferential aspects of the zero-inflated Poisson INAR(1) process

DOI10.1016/J.APM.2019.04.052zbMath1481.62060OpenAlexW2944548121WikidataQ127887070 ScholiaQ127887070MaRDI QIDQ1985044

Wagner Barreto-Souza, Luiza Sette C. Piancastelli

Publication date: 7 April 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2019.04.052

zbMATH Keywords

asymptotic normalityoverdispersioncount time seriesYule-Walker estimatorszero-inflated Poisson distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (6)

On periodic integer-valued moving average (INMA (q)) models ⋮ Modelling heavy-tailedness in count time series ⋮ Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes ⋮ A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations ⋮ A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases ⋮ Random coefficients integer-valued threshold autoregressive processes driven by logistic regression

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