An Introduction to Discrete‐Valued Time Series
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Cited in
(only showing first 100 items - show all)- Penalized estimation of flexible hidden Markov models for time series of counts
- Goodness-of-fit testing of a count time series' marginal distribution
- Exact Bayesian designs for count time series
- Inferential aspects of the zero-inflated Poisson INAR(1) process
- Semibinomial conditionally nonlinear autoregressive models of discrete random sequences: probabilistic properties and statistical parameter estimation
- Two classes of dynamic binomial integer-valued ARCH models
- Clustering discrete-valued time series
- A flexible univariate moving average time-series model for dispersed count data
- On the determinants of data breaches: a cointegration analysis
- Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
- Statistical analysis of multivariate discrete-valued time series
- On the theory of periodic multivariate INAR processes
- Classifying sleep states using persistent homology and Markov chains: a pilot study
- Mixing properties of non-stationary INGARCH(1, 1) processes
- Non-parametric analysis of serial dependence in time series using ordinal patterns
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- A new binomial autoregressive process with explanatory variables
- Temporal aggregation and systematic sampling for INGARCH processes
- Generalized ordinal patterns allowing for ties and their applications in hydrology
- Recent progress in parameter change test for integer-valued time series models
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
- Modelling with the novel INAR(1)-PTE process
- Modelling heavy-tailedness in count time series
- Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon
- Parameter estimation and diagnostic tests for INMA(1) processes
- Checking model adequacy for count time series by using Pearson residuals
- A perturbation analysis of Markov chains models with time-varying parameters
- Testing the dispersion structure of count time series using Pearson residuals
- On the individuals chart with supplementary runs rules under serial dependence
- Models for autoregressive processes of bounded counts: how different are they?
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
- A geometric minification integer-valued autoregressive model
- On Poisson-exponential-Tweedie models for ultra-overdispersed count data
- Bivariate integer-autoregressive process with an application to mutual fund flows
- Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry
- Testing discrete-valued time series for whiteness
- Regression analysis for multivariate process data of counts using convolved Gaussian processes
- Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
- Testing for an excessive number of zeros in time series of bounded counts
- On Edgeworth models for count time series
- On the performance of information criteria for model identification of count time series
- A threshold mixed count time series model: estimation and application
- Handbook of discrete-valued time series
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
- An ARL-unbiased thinning-based EWMA chart to monitor counts
- Local asymptotic normality and efficient estimation for multivariate \(\mathrm{GINAR}(p)\) models
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
- On some measures of ordinal variation
- QMLE of periodic integer-valued time series models
- Novel goodness-of-fit tests for binomial count time series
- Computing (Bivariate) Poisson Moments Using Stein–Chen Identities
- Softplus INGARCH Model
- Bivariate models for time series of counts: a comparison study between PBINAR models and dynamic factor models
- Consistent model selection procedure for general integer-valued time series
- First-order integer-valued autoregressive process with Markov-switching coefficients
- Mean targeting estimation for integer-valued time series with application to change point test
- Modeling normalcy‐dominant ordinal time series: An application to air quality level
- Variable selection in sparse GLARMA models
- Bootstrap-based bias corrections for INAR count time series
- Statistical analysis of conditionally binomial nonlinear regression time series with discrete regressors
- Distance-Based Analysis of Ordinal Data and Ordinal Time Series
- Bayesian generalizations of the integer-valued autoregressive model
- Asymptotic normality of the test statistics for the unified relative dispersion and relative variation indexes
- Inference for bivariate integer-valued moving average models based on binomial thinning operation
- Efficient accounting for estimation uncertainty in coherent forecasting of count processes
- On the extremes of the max-INAR(1) process for time series of counts
- On periodic integer-valued moving average (INMA (q)) models
- An empirical-likelihood-based structural-change test for INAR processes
- Forecasting transaction counts with integer-valued GARCH models
- Strong mixing properties of discrete-valued time series with exogenous covariates
- Count Time Series: A Methodological Review
- Asymptotic behaviour of the portmanteau tests in an integer-valued AR model
- CLAR(1) point forecasting under estimation uncertainty
- Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity
- Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme
- Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process
- Monitoring parameter change for bivariate time series models of counts
- On the discrete analogue of the Teissier distribution and its associated INAR(1) process
- A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases
- A model of discrete random walk with history-dependent transition probabilities
- Exponential family QMLE-based CUSUM test for integer-valued time series
- Seasonal count time series
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
- A novel geometric AR(1) model and its estimation
- A multiplicative thinning‐based integer‐valued GARCH model
- Doubly-inflated Poisson INGARCH models for count time series
- Two-step conditional least squares estimation in ADCINAR(1) process, revisited
- Semiparametric estimation of INAR models using roughness penalization
- A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations
- Multivariate mixed Poisson generalized inverse Gaussian INAR(1) regression
- Bootstrapping INAR models
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
- New discrete Bilal distribution and associated INAR(1) process
- A new exponentially weighted moving average control chart to monitor count data with applications in healthcare and manufacturing
- Periodic negative binomial INGARCH(1, 1) model
- INAR approximation of bivariate linear birth and death process
- \( \mathbb{Z} \)-valued time series: models, properties and comparison
- A maximum likelihood and regenerative bootstrap approach for estimation and forecasting of INAR( p ) processes with zero-inflated innovations
- On the approximation of high-order binary Markov chains by parsimonious models
- An empirical likelihood-based unified test for the integer-valued AR(1) models
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