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
- A geometric time-series model with an alternative dependent Bernoulli counting series
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
- Chain binomial models and binomial autoregressive processes
- Discrete analogues of self-decomposability and stability
- First-order integer valued AR processes with zero inflated Poisson innovations
- Hidden Markov Models for Time Series
- Inference and missing data
- Information criteria: how do they behave in different models?
- Mixed effects models and extensions in ecology with R
- Monitoring correlated processes with binomial marginals
- Non-negative matrices and Markov chains.
- Self-exciting threshold binomial autoregressive processes
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
- Time series of count data: Modeling, estimation and diagnostics
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Zero-inflated compound Poisson distributions in integer-valued GARCH models
- Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
Cited in
(28)- A multinomial autoregressive model for finite-range time series of counts
- First-order random coefficient mixed-thinning integer-valued autoregressive model
- Flexible binomial AR(1) processes using copulas
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- Binomial AR(1) processes with innovational outliers
- A study for the NMBAR(1) processes
- Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
- Modeling time series when some observations are zero
- On strongly dependent zero-inflated INAR(1) processes
- Estimation of parameters in the MDDRCINAR(p) model
- Novel goodness-of-fit tests for binomial count time series
- Inferential aspects of the zero-inflated Poisson INAR(1) process
- Testing for an excessive number of zeros in time series of bounded counts
- 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
- Stationary count time series models
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- A study of binomial AR(1) process with an alternative generalized binomial thinning operator
- Modelling counts with state-dependent zero inflation
- Untangling serially dependent underreported count data for gender-based violence
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
- Zero-modified count time series with Markovian intensities
- A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
- Zero-inflated binomial integer-valued ARCH models for time series
- Copula-based Markov zero-inflated count time series models with application
- Models for autoregressive processes of bounded counts: how different are they?
- Extended binomial AR(1) processes with generalized binomial thinning operator
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