A seasonal geometric INAR process based on negative binomial thinning operator

DOI10.1007/S00362-018-1060-7zbMath1467.62150OpenAlexW2901528879WikidataQ128935363 ScholiaQ128935363MaRDI QIDQ2029220

De-Hui Wang, Shengqi Tian, Shuai Cui

Publication date: 3 June 2021

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-018-1060-7

zbMATH Keywords

forecastseasonalityestimategeometric distributionover-dispersionannual sunspot relative numbernegative binomial thinning operatorpolio incidence counts

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to physics (62P35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Statistical astronomy (85A35)

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A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases ⋮ Generalized Poisson integer-valued autoregressive processes with structural changes

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