Mixed Poisson INAR(1) processes (Q2338237)

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Language	Label	Description	Also known as
English	Mixed Poisson INAR(1) processes	scientific article

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scholarly article

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Mixed Poisson INAR(1) processes (English)

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Wagner Barreto-Souza

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Statistical Papers

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publication date

21 November 2019

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zbMATH Keywords

autocorrelation

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count process

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Markov chain

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Poisson-inverse Gaussian distribution

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overdispersion

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00362-017-0912-x

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Inverse Gaussian Autoregressive Models

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Completeness and self-decomposability of mixtures

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Explicit stationary distributions for some galton-watson processes with immigration

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FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

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A parametric time series model with covariates for integers in Z

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Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros

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A skew INAR(1) process on \(\mathbb {Z}\)

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Bayesian nonparametric forecasting for INAR models

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A characterization of self-decomposable probabilities on the half-line

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Analysis of low count time series data by poisson autoregression

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Asymptotic properties of CLS estimators in the Poisson AR(1) model

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First‐order integer valued AR processes with zero inflated poisson innovations

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Useful models for time series of counts or simply wrong ones?

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Mixed Poisson Distributions

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Autoregressive moving-average processes with negative-binomial and geometric marginal distributions

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Some ARMA models for dependent sequences of poisson counts

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Validation tests for the innovation distribution in INAR time series models

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Some geometric mixed integer-valued autoregressive (INAR) models

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An INAR model with discrete Laplace marginal distributions

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Random environment integer-valued autoregressive process

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A mixed thinning based geometric INAR(1) model

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A geometric time series model with dependent Bernoulli counting series

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A new geometric first-order integer-valued autoregressive (NGINAR(1)) process

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Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))

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Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion

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Thinning-based models in the analysis of integer-valued time series: a review

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Discrete analogues of self-decomposability and stability

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Thinning operations for modeling time series of counts -- a survey

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Serial dependence and regression of Poisson INARMA models

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Integer-valued autoregressive models for counts showing underdispersion

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A Poisson INAR(1) model with serially dependent innovations

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Testing for zero inflation and overdispersion in INAR(1) models

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Binomial AR(1) processes: moments, cumulants, and estimation

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An integer-valued threshold autoregressive process based on negative binomial thinning

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Identifiers

zbMATH Open document ID

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10.1007/s00362-017-0912-x

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2338237

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