Approximately linear INGARCH models for spatio-temporal counts

DOI10.1093/JRSSSC/QLAD018MaRDI QIDQ6662882zbMATH OpenFDO

Authors Malte Jahn, Christian H. Weiß, Hee-Young Kim

Publication date 14 January 2025

Published in Journal of the Royal Statistical Society. Series C. Applied Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1093/JRSSSC/QLAD018

zbMATH Keywords

Gaussian copulaINGARCH modelssoft clippingsoftplusspatial error modelspatio-temporal counts

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cited in

(6)

• Copula-based bivariate binomial \(\mathrm{ARCH}( p, q)\) process
• Mixed causal-noncausal count process
• The mollified (discrete) uniform distribution and its applications
• Local influence analysis in the softplus INGARCH model
• Tobit INARMA models for count time series with negative autocorrelation
• Modeling multivariate ordinal time series

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