Mixed Poisson INAR(1) processes
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Publication:2338237
DOI10.1007/s00362-017-0912-xzbMath1432.62290OpenAlexW2614942319MaRDI QIDQ2338237
Publication date: 21 November 2019
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-017-0912-x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)
Related Items
A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts ⋮ A study of RCINAR(1) process with generalized negative binomial marginals ⋮ Modelling heavy-tailedness in count time series ⋮ Penalized empirical likelihood inference for the GINAR(p) model ⋮ A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations ⋮ Noncausal counting processes: a queuing perspective ⋮ Inferential aspects of the zero-inflated Poisson INAR(1) process ⋮ Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts ⋮ Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
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