Inferential aspects of the zero-inflated Poisson INAR(1) process

DOI10.1016/J.APM.2019.04.052MaRDI QIDQ1985044zbMATH OpenOpenAlexWikidataFDO

Authors Luiza Sette C. Piancastelli, Wagner Barreto-Souza

Publication date 7 April 2020

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2019.04.052

zbMATH Keywords

asymptotic normalitycount time seriesoverdispersionYule-Walker estimatorszero-inflated Poisson distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A negative binomial integer-valued GARCH model
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• A regression model for time series of counts
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• An Introduction to Discrete‐Valued Time Series
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
• Discrete analogues of self-decomposability and stability
• Estimation of parameters in the self-exciting threshold autoregressive processes for nonlinear time series of counts
• Explicit stationary distributions for some galton-watson processes with immigration
• First-order integer valued AR processes with zero inflated Poisson innovations
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
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• scientific article; zbMATH DE number 1808197 (Why is no real title available?)
• Integer-Valued GARCH Process
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• Modeling zero inflation in count data time series with bounded support
• Modelling and coherent forecasting of zero-inflated count time series
• Poisson autoregression
• Some ARMA models for dependent sequences of poisson counts
• Testing for zero inflation and overdispersion in INAR(1) models
• Zero-Inflated NGINAR(1) process
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros

Cited in

(26)

• Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
• A zero-inflated geometric INAR(1) process with random coefficient.
• INAR(1) processes with inflated-parameter generalized power series innovations
• Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
• Modelling with the novel INAR(1)-PTE process
• Modelling heavy-tailedness in count time series
• A new INARMA(1,1) model with Poisson marginals
• A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
• Inferential methods for an unconstrained nonstationary BINMA time series process with Poisson innovations
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
• Bivariate zero truncated Poisson INAR(1) process
• Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
• Time series of zero-inflated counts and their coherent forecasting
• On Estimation of the Bivariate Poisson INAR Process
• On estimation of an integer valued autoregressive process with inflation or deflation of zeros
• First-order integer valued AR processes with zero inflated Poisson innovations
• On periodic integer-valued moving average (INMA (q)) models
• Zero truncated Poisson integer-valued AR\((1)\) model
• Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
• A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations
• Zero-inflated Poisson and negative binomial integer-valued GARCH models
• 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
• Zero-inflated Poisson INAR(1) model with periodic structure
• Comparison of zero-inflated and hurdle INAR(1) processes for modeling count data
• Modeling long memory with zero-inflated geometric INAR(1) process and its \(\mathbb{Z}\)-valued version

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