Count Data Time Series Models Based on Expectation Thinning

DOI10.1080/15326349.2010.498318MaRDI QIDQ3161159zbMATH OpenOpenAlexFDO

Authors Rong Zhu, Harry Joe

Publication date 12 October 2010

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349.2010.498318

zbMATH Keywords

overdispersionautoregressivebirth-death processsojourn timecontinuous-time Markov processgeneralized discrete self-decomposabilityself-generalizability

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Characterization and structure theory of statistical distributions (62E10) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• scientific article; zbMATH DE number 2031102 (Why is no real title available?)
• scientific article; zbMATH DE number 3059214 (Why is no real title available?)
• A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Continuous-time Markov chains. An applications-oriented approach
• Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
• Generalized hypergeometric, digamma and trigamma distributions
• Integer-valued self-similar processes
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• Negative binomial time series models based on expectation thinning operators
• Numerical inversion of a characteristic function
• On the Generalized "Birth-and-Death" Process
• Scaled Sibuya distribution and discrete self-decomposability
• Self-decomposable discrete distributions and branching processes
• Serial dependence and regression of Poisson INARMA models
• Some ARMA models for dependent sequences of poisson counts
• Stability equations for processes with stationary independent increments using branching processes and Poisson mixtures
• Stationary solutions for integer-valued autoregressive processes

Cited in

(7)

• Negative binomial time series models based on expectation thinning operators
• On a flexible construction of a negative binomial model
• Count Time Series: A Methodological Review
• A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
• Convolution-closed models for count time series with applications
• The unilateral spatial autogressive process for the regular lattice two-dimensional spatial discrete data
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning

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