Efficient Probabilistic Forecasts for Counts
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Cited in
(28)- Bayesian nonparametric forecasting for INAR models
- Regularized estimation in GINAR(\(p\)) process
- Bivariate integer-autoregressive process with an application to mutual fund flows
- Model-based INAR bootstrap for forecasting INAR\((p)\) models
- Calibration tests for count data
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- Random rounded integer-valued autoregressive conditional heteroskedastic process
- A threshold mixed count time series model: estimation and application
- Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts
- Nonstationary INAR(1) process with qth-order autocorrelation innovation
- Thinning-based models in the analysis of integer-valued time series: a review
- The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood
- Some estimation and forecasting procedures in Poisson-Lindley INAR(1) process
- Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale
- Semiparametric independence testing for time series of counts and the role of the support
- Probabilistic forecasts of volatility and its risk premia
- Negative binomial autoregressive process with stochastic intensity
- Efficient accounting for estimation uncertainty in coherent forecasting of count processes
- Forecasting transaction counts with integer-valued GARCH models
- Change-point analysis for binomial autoregressive model with application to price stability counts
- PMF forecasting for count processes: a comprehensive performance analysis
- 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
- Real-time surveillance for abnormal events: the case of influenza outbreaks
- Adjusted-range-based self-normalized autocorrelation tests
- Forecasting natural disaster frequencies using nonstationary count time series models
- Coherent forecasting of ordinal time series with application to air-quality data
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
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