Testing for zero inflation and overdispersion in INAR(1) models
From MaRDI portal
Publication:2423193
DOI10.1007/S00362-016-0851-YzbMath1420.62401OpenAlexW2553689140WikidataQ61927780 ScholiaQ61927780MaRDI QIDQ2423193
Christian H. Weiß, Annika Homburg, Pedro Puig
Publication date: 21 June 2019
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0851-y
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: hypothesis testing (62M02)
Related Items (18)
Test for Conditional Variance of Integer-Valued Time Series ⋮ Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations ⋮ A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts ⋮ Parameter estimation and diagnostic tests for INMA(1) processes ⋮ Testing the compounding structure of the CP-INARCH model ⋮ An alternative test for zero modification in the INAR(1) model with Poisson innovations ⋮ Unnamed Item ⋮ On the performance of information criteria for model identification of count time series ⋮ Fisher dispersion index for multivariate count distributions: a review and a new proposal ⋮ Inferential aspects of the zero-inflated Poisson INAR(1) process ⋮ Model-based INAR bootstrap for forecasting INAR\((p)\) models ⋮ Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry ⋮ Modelling counts with state-dependent zero inflation ⋮ Mean targeting estimator for the integer-valued GARCH(1, 1) model ⋮ Testing for an excessive number of zeros in time series of bounded counts ⋮ Time series regression for zero-inflated and overdispersed count data: a functional response model approach ⋮ Mixed Poisson INAR(1) processes ⋮ Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
Cites Work
- Unnamed Item
- Detecting over- and under-dispersion in zero inflated data with the hyper-Poisson regression model
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Estimation in conditional first order autoregression with discrete support
- Discrete analogues of self-decomposability and stability
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Diagnostic checks for integer-valued autoregressive models using expected residuals
- Thinning operations for modeling time series of counts -- a survey
- Validation tests for the innovation distribution in INAR time series models
- First-order random coefficient integer-valued autoregressive processes
- Characterization of count data distributions involving additivity and binomial subsampling
- On the Time-Reversibility of Integer-Valued Autoregressive Processes of General Order
- A geometric time-series model with an alternative dependent Bernoulli counting series
- Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- A Note on a Test for Poisson Overdispersion
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- A Score Test for Zero Inflation in a Poisson Distribution
- Modelling and coherent forecasting of zero-inflated count time series
- Thinning-based models in the analysis of integer-valued time series: a review
- Integer-valued autoregressive models for counts showing underdispersion
- First‐order integer valued AR processes with zero inflated poisson innovations
- Univariate Discrete Distributions
- Some Limit Theorems for Stationary Processes
- Count Data Distributions
- Some Methods for Strengthening the Common χ 2 Tests
- Detecting overdispersion in INARCH(1) processes
This page was built for publication: Testing for zero inflation and overdispersion in INAR(1) models
