A negative binomial model for time series of counts
From MaRDI portal
Recommendations
- On variance estimation in a negative binomial time series regression model
- Limit theorems for regression models of time series of counts
- scientific article; zbMATH DE number 2147401
- Negative binomial quasi-likelihood inference for general integer-valued time series models
- The negative binomial process: a tractable model with composite likelihood-based inference
Cited in
(79)- Modeling, simulation and inference for multivariate time series of counts using trawl processes
- Estimation for unequally spaced time series of counts with serially correlated random effects.
- Minimum density power divergence estimator for Poisson autoregressive models
- Useful models for time series of counts or simply wrong ones?
- Functional forms for the negative binomial model for count data
- Limit theorems for regression models of time series of counts
- Robust estimation for general integer-valued time series models
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- Recent progress in parameter change test for integer-valued time series models
- Modelling heavy-tailedness in count time series
- Independence, successive and conditional likelihood for time series of counts
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
- Dirichlet ARMA models for compositional time series
- Random rounded integer-valued autoregressive conditional heteroskedastic process
- Integer-valued trawl processes: a class of stationary infinitely divisible processes
- Parameter Change Test for Poisson Autoregressive Models
- Quasi-likelihood inference for negative binomial time series models
- Marginal estimation of parameter driven binomial time series models
- Likelihood Inference for Exponential-Trawl Processes
- scientific article; zbMATH DE number 1808197 (Why is no real title available?)
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
- A Nonstationary Negative Binomial Time Series With Time-Dependent Covariates
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- scientific article; zbMATH DE number 4161969 (Why is no real title available?)
- On latent process models in multi-dimensional space
- On variance estimation in a negative binomial time series regression model
- Negative binomial quasi-likelihood inference for general integer-valued time series models
- scientific article; zbMATH DE number 2147401 (Why is no real title available?)
- Partial Likelihood Inference For Time Series Following Generalized Linear Models
- Inference and testing for structural change in general Poisson autoregressive models
- Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses
- Interventions in log-linear Poisson autoregression
- State-space models for count time series with excess zeros
- A negative binomial integer-valued GARCH model
- Generalized autoregressive moving average models with GARCH errors
- Test for Conditional Variance of Integer-Valued Time Series
- The negative binomial process: a tractable model with composite likelihood-based inference
- Semi-parametric models for negative binomial panel data
- Test of parameter changes in a class of observation-driven models for count time series
- Copula directional dependence of discrete time series marginals
- Dynamic model averaging adapted to dynamic regression models for time series of counts
- A Bernoulli autoregressive moving average model applied to rainfall occurrence
- Estimation of zero-inflated parameter-driven models via data cloning
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data
- Modelling multivariate, overdispersed count data with correlated and non-normal heterogeneity effects
- A parameter-driven logit regression model for binary time series
- On count time series prediction
- Flexible and Robust Mixed Poisson INGARCH Models
- Some recent progress in count time series
- Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space
- A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION
- Count Time Series: A Methodological Review
- Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme
- On Generalized Latent Factor Modeling and Inference for High-Dimensional Binomial Data
- Monitoring parameter change for bivariate time series models of counts
- Latent Gaussian Count Time Series
- Exponential family QMLE-based CUSUM test for integer-valued time series
- Softplus beta negative binomial integer-valued GARCH model
- Blockwise empirical likelihood for time series of counts
- Absolute regularity and ergodicity of Poisson count processes
- Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence
- A dynamic count process
- Testing for Uncorrelated Residuals in Dynamic Count Models With an Application to Corporate Bankruptcy
- Tracking the transmission dynamics of COVID-19 with a time-varying coefficient state-space model
- Sequential monitoring process for bivariate signed integer-valued autoregressive models
- Copula-based analysis for count time series
- Approximating Gaussian Copula models for count time series: connecting the distributional transform and a continuous extension
- Parameter-wise predictions and sensitivity analysis for random walk models in the life sciences
- An observation-driven state-space count model for experience rating
- Density power divergence estimator for general integer-valued time series with exogenous covariates
- On an integer-valued stochastic intensity model for time series of counts
- Classical inference for time series of count data in parameter-driven models
- Modeling and inferences for possibly negatively-correlated multivariate time series of counts based on INGARCH scheme
- Random multiplication versus random sum: autoregressive-like models with integer-valued random inputs
- Sequential change point monitoring for bivariate INGARCH models
- Inference for multivariate time series of counts via multiplicative INGARCH modeling
- Generalized ARMA models with martingale difference errors
- Testing Linearity for Network Autoregressive Models
This page was built for publication: A negative binomial model for time series of counts
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3399083)
