Modeling zero inflation in count data time series with bounded support
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Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10) Stochastic models in economics (91B70)
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Cites work
- scientific article; zbMATH DE number 3174032 (Why is no real title available?)
- scientific article; zbMATH DE number 3395249 (Why is no real title available?)
- A New Class of Autoregressive Models for Time Series of Binomial Counts
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- Chain binomial models and binomial autoregressive processes
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- First-order integer valued AR processes with zero inflated Poisson innovations
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- Mixed effects models and extensions in ecology with R
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- Zero-inflated Poisson and negative binomial integer-valued GARCH models
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- Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
Cited in
(37)- Inferential aspects of the zero-inflated Poisson INAR(1) process
- A study of binomial AR(1) process with an alternative generalized binomial thinning operator
- A study for the NMBAR(1) processes
- Stationary count time series models
- A new class of \(\mathbb{Z}\)-valued INAR(1) models with application to mutual fund flows
- A novel time-varying coefficient Poisson difference model driven by observation
- Zero-inflated binomial integer-valued ARCH models for time series
- A signed binomial autoregressive model for the bounded ℤ-valued time series
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- Testing for zero-inflation in count series: application to occupational health
- A statistical study for some classes of first-order mixed generalized binomial autoregressive models
- First-order random coefficient mixed-thinning integer-valued autoregressive model
- Flexible binomial AR(1) processes using copulas
- Estimation of parameters in the MDDRCINAR(p) model
- On strongly dependent zero-inflated INAR(1) processes
- Untangling serially dependent underreported count data for gender-based violence
- Novel goodness-of-fit tests for binomial count time series
- Models for autoregressive processes of bounded counts: how different are they?
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
- Testing for an excessive number of zeros in time series of bounded counts
- Modeling and testing for endpoint-inflated count time series with bounded support
- Artificial neural networks and time series of counts: a class of nonlinear INGARCH models
- Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
- An MCMC algorithm for bounded count time series hysteretic models with an application to disease infection
- An extension of ℤ-valued time series with Poisson difference innovation via logistic regression
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- Zero-modified count time series with Markovian intensities
- A mixed BAR(1) model driven by serially dependent innovation with application
- Modeling endpoint inflations in counting time series data with dependent thinning operator
- Copula-based Markov zero-inflated count time series models with application
- Modeling time series when some observations are zero
- Modelling counts with state-dependent zero inflation
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
- Extended binomial AR(1) processes with generalized binomial thinning operator
- A multinomial autoregressive model for finite-range time series of counts
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
- Binomial AR(1) processes with innovational outliers
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