Forecasting in INAR(1) model

MaRDI QIDQ2923459zbMATH OpenFDO

Authors Nélia Silva, Isabel Pereira, M. Eduarda Silva

Publication date 15 October 2014

Published in REVSTAT (Search for Journal in Brave)

Full work available at URL http://www.ine.pt/revstat/pdf/rs090108.pdf

zbMATH Keywords

Bayesian predictionINAR modelsinteger predictionMarkov chain Monte Carlo algorithm

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(23)

• Coherent forecasting for stationary time series of discrete data
• Bayesian nonparametric forecasting for INAR models
• A new mixed first-order integer-valued autoregressive process with Poisson innovations
• Model-based INAR bootstrap for forecasting INAR\((p)\) models
• Modelling of low count heavy tailed time series data consisting large number of zeros and ones
• The combined Poisson INMA\((q)\) models for time series of counts
• Estimation and forecasting in SUINAR(1) model
• Nonstationary INAR(1) process with qth-order autocorrelation innovation
• A new class of INAR(1) model for count time series
• Zero-Inflated NGINAR(1) process
• Some estimation and forecasting procedures in Poisson-Lindley INAR(1) process
• Fully observed INAR(1) processes
• A Poisson INAR(1) process with a seasonal structure
• Bayesian generalizations of the integer-valued autoregressive model
• Efficient accounting for estimation uncertainty in coherent forecasting of count processes
• Inference and forecasting for continuous-time integer-valued trawl processes
• Coherent forecasting for count time series using Box–Jenkins's AR(p) model
• CLAR(1) point forecasting under estimation uncertainty
• The balanced discrete triplet Lindley model and its INAR(1) extension: properties and COVID-19 applications
• Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
• On random coefficient INAR processes with long memory
• Coherent forecasting of ordinal time series with application to air-quality data
• Coherent forecasting for over-dispersed time series of count data

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