Binomial thinning models for integer time series
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Cites work
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- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A time series approach to the study of the simple subcritical Galton–Watson process with immigration
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Analysis of low count time series data by poisson autoregression
- Estimation in conditional first order autoregression with discrete support
- Estimation in integer-valued moving average models
- Estimation theory for growth and immigration rates in a multiplicative process
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- GENERALIZED INTEGER-VALUED AUTOREGRESSION
- Goodness-of-fit for a branching process with immigration using sample partial autocorrelations
- Integer-valued moving average (INMA) process
- On conditional least squares estimation for stochastic processes
- Some ARMA models for dependent sequences of poisson counts
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Testing for serial dependence in time series models of counts
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
Cited in
(23)- Some properties of multivariate INAR(1) processes
- A new method of testing for a unit root in the INAR(1) model based on variances
- Composite likelihood expectation-maximization algorithm for the first-order multivariate integer-valued autoregressive model with multivariate mixture distributions
- First-order multivariate integer-valued autoregressive model with multivariate mixture distributions
- Useful models for time series of counts or simply wrong ones?
- Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration
- Time-dependent Poisson reduced rank models for political text data analysis
- Thinning operations for modeling time series of counts -- a survey
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale
- Conway-Maxwell-Poisson autoregressive moving average model for equidispersed, underdispersed, and overdispersed count data
- A notable Gamma-Lindley first-order autoregressive process: an application to hydrological data
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
- A geometric bivariate time series with different marginal parameters
- Random rounded integer-valued autoregressive conditional heteroskedastic process
- On some periodic INARMA(p,q) models
- A Time-Series Model for Underdispersed or Overdispersed Counts
- A bivariate INAR(1) process with application
- A parametric study for the first-order signed integer-valued autoregressive process
- A threshold mixed count time series model: estimation and application
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- Under-reported data analysis with INAR-hidden Markov chains
- On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion
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