Modelling with the novel INAR(1)-PTE process
DOI10.1007/S11009-021-09878-2zbMATH Open1491.62082OpenAlexW3185989127MaRDI QIDQ2157404FDOQ2157404
Emrah Altun, Naushad Mamode Khan
Publication date: 28 July 2022
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-021-09878-2
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Cites Work
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- Title not available (Why is that?)
- An Introduction to Discrete‐Valued Time Series
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Zero-truncated Poisson-Lindley distribution and its application
- Improved estimation for Poisson INAR(1) models
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- First order autoregressive time series with negative binomial and geometric marginals
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Integer valued AR(1) with geometric innovations
- On first-order integer-valued autoregressive process with Katz family innovations
- Poisson-Lindley INAR(1) model with applications
- An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
- A generalised NGINAR(1) process with inflated‐parameter geometric counting series
- A new one-parameter discrete distribution with associated regression and integer-valued autoregressive models
- A new count model generated from mixed Poisson transmuted exponential family with an application to health care data
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
- A parametric time series model with covariates for integers in Z
Cited In (5)
- On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
- Treating missing values in INAR(1) models: An application to syndromic surveillance data
- A flexible integer-valued AR(1) process: estimation, forecasting and modeling COVID-19 data
- The balanced discrete triplet Lindley model and its INAR(1) extension: properties and COVID-19 applications
- Negative binomial INAR(1) process with Poisson-transmuted record type exponential innovations
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