Modelling heavy-tailedness in count time series
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Publication:2174735
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Cites work
- A negative binomial integer-valued GARCH model
- A negative binomial model for time series of counts
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- A regression model for time series of counts
- An Introduction to Discrete‐Valued Time Series
- Analysis of low count time series data by poisson autoregression
- Asymptotic properties of CLS estimators in the Poisson AR(1) model
- Beyond mean modelling: bias due to misspecification of dispersion in Poisson-inverse Gaussian regression
- Discrete analogues of self-decomposability and stability
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Estimation of Parameters in the NLAR(p) Model
- Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
- First order non-negative integer valued autoregressive processes with power series innovations
- First-order integer valued AR processes with zero inflated Poisson innovations
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- scientific article; zbMATH DE number 1069600 (Why is no real title available?)
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Inferential aspects of the zero-inflated Poisson INAR(1) process
- Integer-valued autoregressive models for counts showing underdispersion
- Maximum likelihood estimation of higher-order integer-valued autoregressive processes
- Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
- Mixed Poisson INAR(1) processes
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
- Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family
- Modelling non-stationary multivariate time series of counts via common factors
- Modelling of low count heavy tailed time series data consisting large number of zeros and ones
- On first-order integer-valued autoregressive process with Katz family innovations
- On the performance of information criteria for model identification of count time series
- One mixed negative binomial distribution with application
- Parameter Change Test for Poisson Autoregressive Models
- Predictive model assessment for count data
- Selecting nonlinear time series models using information criteria
- Useful models for time series of counts or simply wrong ones?
Cited in
(21)- A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases
- Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family
- A Discrete-Time Approach for Heavy-Tailed Modeling
- Generalized autoregressive moving average models with GARCH errors
- A new GJR‐GARCH model for ℤ‐valued time series
- A new minification integer‐valued autoregressive process driven by explanatory variables
- Beta-negative binomial nonlinear spatio-temporal random effects modeling of COVID-19 case counts in Japan
- A multiplicative thinning‐based integer‐valued GARCH model
- A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference
- Random environment integer-valued autoregressive process with discrete Laplace marginal distributions
- Bayesian log-linear beta-negative binomial integer-valued GARCH model
- Flexible Lévy-based models for time series of count data with zero-inflation, overdispersion, and heavy tails
- A heavy-tailed model for analyzing miRNA-seq raw read counts
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
- Bivariate first-order random coefficient integer-valued autoregressive processes based on modified negative binomial operator
- Bayesian estimation of first-order integer generalized autoregressive models based on the negative binomial thinning operator
- A new class of \(\mathbb{Z}\)-valued INAR(1) models with application to mutual fund flows
- Threshold integer-valued autoregressive model with serially dependent innovation
- A flexible model for time series of counts with overdispersion or underdispersion, zero-inflation and heavy-tailedness
- A simple INAR(1) model for analyzing count time series with multiple features
- On flexible affine weighted Poisson models for count data
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