Autoregressive and moving average models for zero‐inflated count time series (Q6089375)

scientific article; zbMATH DE number 7778519

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English	Autoregressive and moving average models for zero‐inflated count time series	scientific article; zbMATH DE number 7778519

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instance of

scholarly article

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title

Autoregressive and moving average models for zero‐inflated count time series (English)

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Statistica Neerlandica

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publication date

14 December 2023

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full work available at URL

https://arxiv.org/abs/2004.10732

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zbMATH Keywords

EM algorithm

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mixture distribution

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model selection

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negative binomial

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overdispersion

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prediction

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MaRDI profile type

MaRDI publication profile

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cites work

Count and duration time series with equal conditional stochastic and mean orders

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Dynamic Generalized Linear Models with Application to Environmental Epidemiology

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Estimation of the Negative Binomial Parameter κ by Maximum Quasi -Likelihood

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Q3922034

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Stochastic limit theory. An introduction for econometricians

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Observation-driven models for Poisson counts

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Theory and inference for a class of nonlinear models with application to time series of counts

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Q4139463

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Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator

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Monte Carlo maximum likelihood estimation for non-Gaussian state space models

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Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives

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Time series analysis by state space methods.

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Multivariate statistical modelling based on generalized linear models.

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Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models

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Prediction and classification of non-stationary categorical time series

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Poisson autoregression

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Log-linear Poisson autoregression

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Markov chain Monte Carlo for dynamic generalised linear models

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A non-Gaussian family of state-space models with exact marginal likelihood

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Time series regression for zero-inflated and overdispersed count data: a functional response model approach

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Decomposition of time series models in state-space form

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First-order integer valued AR processes with zero inflated Poisson innovations

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On the law of large numbers for (geometrically) ergodic Markov chains

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Q3149660

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Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing

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Time Series Models Based on Generalized Linear Models: Some Further Results

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Zero-inflated and overdispersed: what's one to do?

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Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations

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Likelihood analysis of non-Gaussian measurement time series

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Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses

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Dynamic Generalized Linear Models and Bayesian Forecasting

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Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts

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Markov regression models for count time series with excess zeros: a partial likelihood approach

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Markov Regression Models for Time Series: A Quasi-Likelihood Approach

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Generalized ARMA models with martingale difference errors

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Zero-inflated Poisson and negative binomial integer-valued GARCH models

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Identifiers

arXiv ID

2004.10732

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6089375