First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations

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A general class of zero-or-one inflated beta regression models
A mixed INAR(p) model
A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
Efficient Probabilistic Forecasts for Counts
Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
First-order integer valued AR processes with zero inflated Poisson innovations
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Generalized RCINAR(p) Process with Signed Thinning Operator
Inference for INAR\((p)\) processes with signed generalized power series thinning operator
Inflated modified power series distributions with applications
Maximum likelihood estimation of higher-order integer-valued autoregressive processes
Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
Multivariate zero-inflated modeling with latent predictors: modeling feedback behavior
Some autoregressive moving average processes with generalized Poisson marginal distributions
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Some recent progress in count time series
Some recent theory for autoregressive count time series
THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
Thinning operations for modeling time series of counts -- a survey
Zero-inflated Poisson and negative binomial integer-valued GARCH models
Zero-inflated and overdispersed: what's one to do?

Cited in

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Inferential aspects of the zero-inflated Poisson INAR(1) process
First-order integer valued AR processes with zero inflated Poisson innovations
Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones
Control charts based on dependent count data with deflation or inflation of zeros
Noise-indicator nonnegative integer-valued autoregressive time series of the first order
Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
A zero-inflated geometric INAR(1) process with random coefficient.
Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
Estimation of parameters in the MDDRCINAR(p) model
Bivariate zero truncated Poisson INAR(1) process
A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts
Zero truncated Poisson integer-valued AR\((1)\) model
Quantile regression for thinning-based INAR(1) models of time series of counts
On estimation of an integer valued autoregressive process with inflation or deflation of zeros
Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
On first-order integer-valued autoregressive process with Katz family innovations
Zero-Inflated NGINAR(1) process
First order non-negative integer valued autoregressive processes with power series innovations
Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
Modeling time series when some observations are zero
Zero-inflated Poisson and negative binomial integer-valued GARCH models
Modelling of low count heavy tailed time series data consisting large number of zeros and ones
A new mixed first-order integer-valued autoregressive process with Poisson innovations
Zero-truncated compound Poisson integer-valued GARCH models for time series
A mixed generalized Poisson INAR model with applications
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
Zero-inflated compound Poisson distributions in integer-valued GARCH models
Maximum likelihood estimation of the DDRCINAR(p) model

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