First-order integer valued AR processes with zero inflated Poisson innovations
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Cites work
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- Discrete analogues of self-decomposability and stability
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- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- scientific article; zbMATH DE number 1959513 (Why is no real title available?)
- scientific article; zbMATH DE number 2031102 (Why is no real title available?)
- Integer valued AR processes with explanatory variables
- Maximum likelihood estimation for an observation driven model for Poisson counts
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- On the Normal Approximation to the Binomial Distribution
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- Some ARMA models for dependent sequences of poisson counts
- Some asymptotic properties in INAR(1) processes with Poisson marginals
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- The Multivariate Ginar(p) Process
- Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
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
- Modeling zero inflation in count data time series with bounded support
- Generalized Poisson autoregressive models for time series of counts
- 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
- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
- INAR(1) processes with inflated-parameter generalized power series innovations
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- Integer-valued transfer function models for counts that show zero inflation
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts
- A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts
- Recent progress in parameter change test for integer-valued time series models
- Modelling heavy-tailedness in count time series
- Validation tests for the innovation distribution in INAR time series models
- Modelling of low count heavy tailed time series data consisting large number of zeros and ones
- Mixed Poisson INAR(1) processes
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- Testing for zero inflation and overdispersion in INAR(1) models
- SPC methods for time-dependent processes of counts—A literature review
- Detection of changes in INAR models
- Integer valued AR(1) with geometric innovations
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
- Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
- Analysis of Poisson varying-coefficient models with autoregression
- Time series of zero-inflated counts and their coherent forecasting
- First order non-negative integer valued autoregressive processes with power series innovations
- Bayesian comparative study on binary time series
- A new geometric INAR(1) process based on counting series with deflation or inflation of zeros
- State-space models for count time series with excess zeros
- Thinning-based models in the analysis of integer-valued time series: a review
- 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
- Bayesian analysis of the p-order integer-valued AR process with zero-inflated Poisson innovations
- Zero-Inflated NGINAR(1) process
- On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart
- 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
- On first-order integer-valued autoregressive process with Katz family innovations
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
- Control charts based on dependent count data with deflation or inflation of zeros
- Integer-valued autoregressive models for counts showing underdispersion
- Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale
- Exact and approximate Bayesian inference for low integer-valued time series models with intractable likelihoods
- Alive SMC\(^{2}\): Bayesian model selection for low-count time series models with intractable likelihoods
- Zero-inflated compound Poisson distributions in integer-valued GARCH models
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- First-order random coefficient INAR process with dependent counting series
- Zero truncated Poisson integer-valued AR\((1)\) model
- Change‐point analysis through integer‐valued autoregressive process with application to some COVID‐19 data
- Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme
- Zero-modified count time series with Markovian intensities
- Monitoring parameter change for bivariate time series models of counts
- Poisson–geometric INAR(1) process for modeling count time series with overdispersion
- Autoregressive and moving average models for zero‐inflated count time series
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
- Doubly-inflated Poisson INGARCH models for count time series
- Semiparametric estimation of INAR models using roughness penalization
- 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
- A maximum likelihood and regenerative bootstrap approach for estimation and forecasting of INAR( p ) processes with zero-inflated innovations
- 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
- Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
- Untangling serially dependent underreported count data for gender-based violence
- 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
- Sequential monitoring process for bivariate signed integer-valued autoregressive 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
- Signed integer-valued autoregressive model with time-varying coefficients
- On the discrete power Teissier distribution and the associated INAR(1) process
- Poisson new XLindley INAR(1) process
- A new generalized binomial thinning-based INAR(1) process with Poisson–Lindley innovations
- Semi-parametric goodness-of-fit testing for INAR models
- Bayesian estimation of first-order integer generalized autoregressive models based on the negative binomial thinning operator
- Tests for counting sequences of integer-valued autoregressive models
- A bivariate zero-inflated integer-valued GARCH model and its application to the weekly number of syphilis cases
- Under-reported data analysis with INAR-hidden Markov chains
- Threshold integer-valued autoregressive model with serially dependent innovation
- The first-order seasonal integer-valued autoregression process with zero-inflated Poisson innovations; application to integer-valued seasonal data analysis with overdispersion
- First-order spatial dependent count integer-valued autoregressive (Sp-DCINAR(1,1)) process
- On Periodic Generalized Poisson INAR(1) Model
- A non-linear integer-valued autoregressive model with zero-inflated data series
- A flexible model for time series of counts with overdispersion or underdispersion, zero-inflation and heavy-tailedness
- Monitoring mean of INAR(1) process with discrete mixture exponential innovations
- Zero-modified Skellam integer-valued GARCH model
- Zero-inflated Poisson INAR(1) model with periodic structure
- A simple INAR(1) model for analyzing count time series with multiple features
- Comparison of zero-inflated and hurdle INAR(1) processes for modeling count data
- Sequential change point monitoring for bivariate INGARCH models
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