Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
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Cites work
- A bivariate INAR(1) process with application
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- A Note on a Test for Poisson Overdispersion
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- Branching processes with immigration
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- Discrete distributions of order k on a binary sequence
- Estimation in conditional first order autoregression with discrete support
- Geometric ergodicity and R-positivity for general Markov chains
- scientific article; zbMATH DE number 3678816 (Why is no real title available?)
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- Modelling time series of counts with overdispersion
- On discrete distributions of order k
- Process capability analysis for serially dependent processes of Poisson counts
- Queueing systems of INAR(1) processes with compound Poisson arrivals
- Some Limit Theorems for Stationary Processes
- Thinning operations for modeling time series of counts -- a survey
- Univariate Discrete Distributions
Cited in
(only showing first 100 items - show all)- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
- Poisson-Lindley INAR(1) model with applications
- Bayesian nonparametric forecasting for INAR models
- Goodness-of-fit testing of a count time series' marginal distribution
- Testing for Poisson arrivals in INAR(1) processes
- An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
- Inferential aspects of the zero-inflated Poisson INAR(1) process
- Noise-indicator nonnegative integer-valued autoregressive time series of the first order
- Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
- INAR(1) processes with inflated-parameter generalized power series innovations
- On MCMC sampling in self-exciting integer-valued threshold time series models
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts
- A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts
- Modelling with the novel INAR(1)-PTE process
- BINAR(1) negative binomial model for bivariate non-stationary time series with different over-dispersion indices
- Parameter estimation and diagnostic tests for INMA(1) processes
- Checking model adequacy for count time series by using Pearson residuals
- Testing the dispersion structure of count time series using Pearson residuals
- A time series model based on dependent zero inflated counting series
- Noncausal counting processes: a queuing perspective
- The max-INAR(1) model for count processes
- A GQL-based inference in non-stationary BINMA(1) time series
- Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
- Modelling of low count heavy tailed time series data consisting large number of zeros and ones
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
- Mixed Poisson INAR(1) processes
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- Modeling time series of counts with a new class of INAR(1) model
- Testing the compounding structure of the CP-INARCH model
- Testing for zero inflation and overdispersion in INAR(1) models
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
- SPC methods for time-dependent processes of counts—A literature review
- The marginal distribution of compound Poisson INAR(1) processes
- A geometric time series model with inflated-parameter Bernoulli counting series
- Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
- Queueing systems of INAR(1) processes with compound Poisson arrivals
- A goodness-of-fit test for integer-valued autoregressive processes
- Testing for presence of a latent process in count series
- Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
- A new class of INAR(1) model for count time series
- Bayesian comparative study on binary time series
- A new geometric INAR(1) process based on counting series with deflation or inflation of zeros
- Thinning-based models in the analysis of integer-valued time series: a review
- scientific article; zbMATH DE number 7460334 (Why is no real title available?)
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
- Integer-valued bilinear time series model with signed generalized power series thinning operator
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
- On mixing properties of some INAR models
- Computing (Bivariate) Poisson Moments Using Stein–Chen Identities
- Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process
- On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion
- On the analysis of a discrete-time risk model with INAR(1) processes
- Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones
- A New Generalization of Geometric Distribution with Properties and Applications
- Change detection in INARCH time series of counts
- An integer-valued bilinear time series model via two random operators
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- An one-parameter compounding discrete distribution
- The effects of additive outliers in INAR(1) process and robust estimation
- Coherent forecasting for count time series using Box–Jenkins's AR(p) model
- Detecting overdispersion in INARCH(1) processes
- A negative binomial thinning‐based bivariate INAR(1) process
- Change‐point analysis through integer‐valued autoregressive process with application to some COVID‐19 data
- Poisson–geometric INAR(1) process for modeling count time series with overdispersion
- A novel geometric AR(1) model and its estimation
- On some stationary INAR(1) processes with compound Poisson distributions
- Two-step conditional least squares estimation in ADCINAR(1) process, revisited
- A new INAR model based on Poisson-BE2 innovations
- A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties
- A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations
- An alternative test for zero modification in the INAR(1) model with Poisson innovations
- Bootstrapping INAR models
- New discrete Bilal distribution and associated INAR(1) process
- Alternative procedures in dependent counting INAR process with application on COVID-19
- One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data
- On strongly dependent zero-inflated INAR(1) processes
- Change-point analysis for binomial autoregressive model with application to price stability counts
- Whittle likelihood estimation in INAR(1) process
- Stationary count time series models
- Modelling and diagnostic tests for Poisson and negative-binomial count time series
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
- Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
- Periodic INAR(1) model with Bell innovations distribution
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
- A novel discrete distribution based on the mixture of Poisson and sum of two Lindley random variables
- Score-based bootstrap test for serial dependence in count time series
- A new generalized binomial thinning-based INAR(1) process with Poisson–Lindley innovations
- Under-reported data analysis with INAR-hidden Markov chains
- A unifying class of compound Poisson integer-valued ARMA and GARCH models
- On random coefficient INAR processes with long memory
- Goodness-of-fit testing in bivariate count time series based on a bivariate dispersion index
- Stationary underdispersed INAR(1) models based on the backward approach
- Threshold integer-valued autoregressive model with serially dependent innovation
- First-order multivariate integer-valued autoregressive model with multivariate mixture distributions
- On Periodic Generalized Poisson INAR(1) Model
- A new bivariate INAR(1) model with paired Poisson-weighted exponential distributed innovations
- A novel dependent NTA thinning operator and generalized geometric INAR(1) process with contagious disease case studies
- Marginal analysis of count time series in the presence of missing observations
- Zero-inflated Poisson INAR(1) model with periodic structure
- A simple INAR(1) model for analyzing count time series with multiple features
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