Modelling of low count heavy tailed time series data consisting large number of zeros and ones

DOI10.1007/s10260-017-0413-zzbMath1427.62101OpenAlexW2772947787MaRDI QIDQ2324265

Raju Maiti, Bibhas Chakraborty, Atanu Biswas

Publication date: 11 September 2019

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-017-0413-z

zbMATH Keywords

mixture distributionzero-inflationover-dispersioncoherent forecastingstrongly stationarygeometric INAR(1)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (4)

Modelling heavy-tailedness in count time series ⋮ A new bivariate autoregressive model driven by logistic regression ⋮ A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5 ⋮ Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data

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