Modelling time series of counts with overdispersion
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- Mixed Poisson INAR(1) processes
Cites work
- Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
- scientific article; zbMATH DE number 846906 (Why is no real title available?)
- Integer-Valued GARCH Process
- Serial dependence and regression of Poisson INARMA models
- Time series of count data: Modeling, estimation and diagnostics
Cited in
(53)- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Useful models for time series of counts or simply wrong ones?
- Robust closed-form estimators for the integer-valued GARCH(1,1) model
- Generalized Poisson autoregressive models for time series of counts
- A model for integer-valued time series with conditional overdispersion
- Modeling time series of counts with COM-Poisson INGARCH models
- Inference for nonstationary time series of counts with application to change-point problems
- Modelling overdispersion with integer-valued moving average processes
- Checking model adequacy for count time series by using Pearson residuals
- A generalized mixture integer-valued GARCH model
- Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes
- Modeling time-dependent overdispersion in longitudinal count data
- Testing the compounding structure of the CP-INARCH model
- Bivariate binomial autoregressive models
- Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes
- Modelling interventions in INGARCH processes
- Detection of changes in INAR models
- On conditional maximum likelihood estimation for INGARCH(p,q) models
- A goodness-of-fit test for integer-valued autoregressive processes
- The INARCH(1) model for overdispersed time series of counts
- Inference and testing for structural change in general Poisson autoregressive models
- A negative binomial integer-valued GARCH model
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
- Detection of excessive activities in time series of graphs
- scientific article; zbMATH DE number 7495718 (Why is no real title available?)
- Softplus INGARCH Model
- Signed compound poisson integer-valued GARCH processes
- Filtering and smoothing formulas of AR(p)-modulated Poisson processes
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
- Order shrinkage and selection for the INGARCH(p,q) model
- Flexible and Robust Mixed Poisson INGARCH Models
- Infinitely divisible distributions in integer-valued GARCH models
- Change detection in INARCH time series of counts
- Parameter change test for zero-inflated generalized Poisson autoregressive models
- Zero-inflated compound Poisson distributions in integer-valued GARCH models
- Detecting overdispersion in INARCH(1) processes
- Poisson–geometric INAR(1) process for modeling count time series with overdispersion
- Softplus beta negative binomial integer-valued GARCH model
- INARCH(1) processes: Higher-order moments and jumps
- On some stationary INAR(1) processes with compound Poisson distributions
- Doubly-inflated Poisson INGARCH models for count time series
- Periodic negative binomial INGARCH(1, 1) model
- Stationary count time series models
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Diagnostic checks in time series models based on a new correlation coefficient of residuals
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts
- On an integer-valued stochastic intensity model for time series of counts
- A flexible model for time series of counts with overdispersion or underdispersion, zero-inflation and heavy-tailedness
- Tobit models for count time series
- Time series regression for zero-inflated and overdispersed count data: a functional response model approach
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations
- A mixture integer-valued ARCH model
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