The combined Poisson INMA(q) models for time series of counts

DOI10.1155/2015/457842MaRDI QIDQ2336934zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Hong Zou, Kaizhi Yu

Publication date 19 November 2019

Published in Journal of Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2015/457842

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Review text

Summary: A new stationary \(q\) th-order integer-valued moving average process with Poisson innovation is introduced based on decision random vector. Some statistical properties of the process are established. Estimators of the parameters of the process are obtained using the method of moments. Some numerical results of the estimators are presented to assess the performance of moment estimators.

Recommendations

• The combined Poisson INMA(2) models for integer-valued time series
• Estimation in integer-valued moving average models
• A Poisson INAR(1) process with a seasonal structure
• Poisson QMLE of count time series models
• Integer-valued moving average (INMA) process

Cites work

• A p-order signed integer-valued autoregressive (SINAR(p)) model
• A geometric time series model with dependent Bernoulli counting series
• A regression model for time series of counts
• Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
• First-order random coefficient integer-valued autoregressive processes
• Forecasting in INAR(1) model
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• Inference for pth-order random coefficient integer-valued autoregressive processes
• Integer-Valued GARCH Process
• Integer-valued moving average (INMA) process
• Statistical Methods in Markov Chains
• The combined \(\mathrm{INAR}(p)\) models for time series of counts
• Time series count data regression
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Cited in

(13)

• Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
• Parameter estimation and diagnostic tests for INMA(1) processes
• Estimation in integer-valued moving average models
• Poisson QMLE of count time series models
• The combined Poisson INMA(2) models for integer-valued time series
• Some ARMA models for dependent sequences of poisson counts
• scientific article; zbMATH DE number 1240607 (Why is no real title available?)
• ON THE THEORETICAL SPECIFICATION OF POISSON-AUTOREGRESSIVE MODEL FOR ANALYZING TIME SERIES COUNT DATA
• Efficient method of moments estimators for integer time series models
• The COM‐Poisson model for count data: a survey of methods and applications
• Inference for bivariate integer-valued moving average models based on binomial thinning operation
• A review of INMA integer-valued model class, application and further development
• The combined \(\mathrm{INAR}(p)\) models for time series of counts

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