A unifying class of compound Poisson integer-valued ARMA and GARCH models
From MaRDI portal
Cites work
- A Generalized Hermite Distribution and Its Properties
- A marginal moment matching approach for fitting endemic‐epidemic models to underreported disease surveillance counts
- A model for integer-valued time series with conditional overdispersion
- A multiplicative thinning‐based integer‐valued GARCH model
- A negative binomial integer-valued GARCH model
- A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model
- A new INARMA(1,1) model with Poisson marginals
- A new look at time series of counts
- A Poisson INAR(1) model with serially dependent innovations
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- An Introduction to Discrete‐Valued Time Series
- Branching processes with immigration
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Conditional-mean Multiplicative Operator Models for Count Time Series
- Count Time Series: A Methodological Review
- Discrete analogues of self-decomposability and stability
- ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS
- Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Generalized Autoregressive Moving Average Models
- Hidden Markov Models for Time Series
- scientific article; zbMATH DE number 997340 (Why is no real title available?)
- scientific article; zbMATH DE number 770225 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- Infinitely divisible distributions in integer-valued GARCH models
- Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale
- Integer-Valued GARCH Process
- Introduction to Time Series and Forecasting
- Latent Gaussian Count Time Series
- Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Poisson autoregression
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
- Stationary count time series models
- Stratified space-time infectious disease modelling, with an application to hand, foot and mouth disease in China
- Testing the compounding structure of the CP-INARCH model
- The ARMA model in state space form
- The distribution of time to extinction in subcritical branching processes: applications to outbreaks of infectious disease
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- The Likelihood Ratio Test for Poisson Versus Binomial Distributions
- The marginal distribution of compound Poisson INAR(1) processes
- The predictive distributions of thinning-based count processes
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
- Thinning-based models in the analysis of integer-valued time series: a review
- Time series models with univariate margins in the convolution-closed infinitely divisible class
This page was built for publication: A unifying class of compound Poisson integer-valued ARMA and GARCH models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6939999)