Flexible and Robust Mixed Poisson INGARCH Models
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Cites work
- A mixture integer-valued ARCH model
- A negative binomial integer-valued GARCH model
- A negative binomial model for time series of counts
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
- Composite likelihood for time series models with a latent autoregressive process
- Elements of multivariate time series analysis
- Estimation of Parameters in the NLAR(p) Model
- General mixed Poisson regression models with varying dispersion
- Generalized autoregressive conditional heteroscedasticity
- scientific article; zbMATH DE number 1808197 (Why is no real title available?)
- scientific article; zbMATH DE number 3768770 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- Infinitely divisible distributions in integer-valued GARCH models
- Integer-Valued GARCH Process
- Interventions in log-linear Poisson autoregression
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Modelling time series of counts with overdispersion
- On a Poisson-inverse Gaussian distribution
- Periodic integer-valued GARCH(1,1) model
- Poisson autoregression
- Quasi-likelihood inference for negative binomial time series models
- Some recent progress in count time series
- The poisson-inverse gaussian disiribuiion as a model for species abundance
- Theory and inference for a class of nonlinear models with application to time series of counts
- Useful models for time series of counts or simply wrong ones?
- Weakly dependent chains with infinite memory
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
Cited in
(23)- Modeling time series of counts with COM-Poisson INGARCH models
- Flexible bivariate Poisson integer-valued GARCH model
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
- The robust estimation method for a finite mixture of Poisson mixed-effect models
- A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model
- Necessary and sufficient conditions for the identifiability of observation‐driven models
- Softplus INGARCH Model
- Robust fitting of INARCH models
- Non-linear INAR(1) processes under an alternative geometric thinning operator
- Softplus beta negative binomial integer-valued GARCH model
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
- A multiplicative thinning‐based integer‐valued GARCH model
- Nearly unstable integer‐valued ARCH process and unit root testing
- A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference
- Diagnostic analytics for the mixed Poisson INGARCH model with applications
- On an integer-valued stochastic intensity model for time series of counts
- A flexible model for time series of counts with overdispersion or underdispersion, zero-inflation and heavy-tailedness
- Multivariate zero-inflated INGARCH models: Bayesian inference and composite likelihood approach
- Local influence analysis in the softplus INGARCH model
- Time-varying dispersion integer-valued GARCH models
- On exponential-family INGARCH models
- Bias reduction for improved inference and diagnostic analysis in non-stationary Poisson INARX models with time-varying covariates
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