True integer value time series

DOI10.1007/s10182-010-0135-0zbMath1443.62255OpenAlexW2125835496MaRDI QIDQ1633203

R. Keith Freeland

Publication date: 19 December 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-010-0135-0

zbMATH Keywords

integerpositive correlationsnegative correlationssymmetric innovations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (14)

Some properties of multivariate INAR(1) processes ⋮ A skew INAR(1) process on \(\mathbb {Z}\) ⋮ A bivariate INAR(1) model with different thinning parameters ⋮ Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones ⋮ A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations ⋮ \( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model ⋮ A new skew integer valued time series process ⋮ A parametric time series model with covariates for integers in Z ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ A parametric study for the first-order signed integer-valued autoregressive process ⋮ On MCMC sampling in self-exciting integer-valued threshold time series models ⋮ Generalized Poisson integer-valued autoregressive processes with structural changes ⋮ Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective

Cites Work

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• Serial dependence and regression of Poisson INARMA models
• Discrete analogues of self-decomposability and stability
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Some ARMA models for dependent sequences of poisson counts
• Analysis of low count time series data by poisson autoregression
• Time series models with univariate margins in the convolution-closed infinitely divisible class
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• The Frequency Distribution of the Difference between Two Independent Variates following the same Poisson Distribution
• The Frequency Distribution of the Difference Between Two Poisson Variates Belonging to Different Populations

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