Modelling with the novel INAR(1)-PTE process

DOI10.1007/S11009-021-09878-2MaRDI QIDQ2157404zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

over-dispersionconditional maximum likelihoodbinomial thinningINAR(1) processPoisson-transmuted exponential distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• First order non-negative integer valued autoregressive processes with power series innovations
• A new estimation for INAR(1) process with Poisson distribution
• A Poisson INAR(1) process with a seasonal structure
• Inferential aspects of the zero-inflated Poisson INAR(1) process
• Modeling time series of counts with a new class of INAR(1) model

Cites work

• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• A generalised NGINAR(1) process with inflated-parameter geometric counting series
• A new count model generated from mixed Poisson transmuted exponential family with an application to health care data
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• A new one-parameter discrete distribution with associated regression and integer-valued autoregressive models
• A parametric time series model with covariates for integers in Z
• An Introduction to Discrete‐Valued Time Series
• An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
• Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First order autoregressive time series with negative binomial and geometric marginals
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• Improved estimation for Poisson INAR(1) models
• 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
• Zero-truncated Poisson-Lindley distribution and its application

Cited in

(8)

• On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes
• The flexible transmuted record type-scale mixture of normal family and its AR(1) extension
• A new estimation for INAR(1) process with Poisson distribution
• 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
• On the discrete analogue of the Teissier distribution and its associated INAR(1) process
• Negative binomial INAR(1) process with Poisson-transmuted record type exponential innovations

This page was built for publication: Modelling with the novel INAR(1)-PTE process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2157404)