On strongly dependent zero-inflated INAR(1) processes (Q6579433)

scientific article; zbMATH DE number 7887527

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English	On strongly dependent zero-inflated INAR(1) processes	scientific article; zbMATH DE number 7887527

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title

On strongly dependent zero-inflated INAR(1) processes (English)

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25 July 2024

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zbMATH Keywords

INAR process

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zero-inflation

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long-range dependence

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modulation

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MaRDI profile type

MaRDI publication profile

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cites work

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

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An integer-valued pth-order autoregressive structure (INAR(p)) process

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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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Q4865042

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Long-memory processes. Probabilistic properties and statistical methods

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An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion

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Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model

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Count Time Series: A Methodological Review

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Local asymptotic normality and efficient estimation for INAR(p) models

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THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL

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

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Q4303385

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Large sample inference for long memory processes

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Values of Mills' ratio of area to bounding ordinate and of the normal probability integral for large values of the argument.

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Heterogeneous INAR(1) model with application to car insurance

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

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Bootstrapping INAR models

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Estimation in conditional first order autoregression with discrete support

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Modeling zero inflation in count data time series with bounded support

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Diagnostic checks for integer-valued autoregressive models using expected residuals

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On composite likelihood estimation of a multivariate INAR(1) model

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Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation

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Long-Range Dependence and Self-Similarity

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Characterization of count data distributions involving additivity and binomial subsampling

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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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A long-memory integer-valued time series model, INARFIMA, for financial application

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

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Discrete analogues of self-decomposability and stability

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Integer-valued autoregressive models for counts showing underdispersion

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An Introduction to Discrete‐Valued Time Series

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

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Zero-inflated modeling. I: Traditional zero-inflated count regression models, their applications, and computational tools

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Identifiers

Mathematics Subject Classification ID

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10.1007/S00362-023-01496-Z

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Sitelinks

Mathematics(1 entry)

mardi Publication:6579433