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

DOI10.1016/J.JKSS.2014.08.004zbMATH Open1328.62527OpenAlexW2068716332MaRDI QIDQ2355264FDOQ2355264

Authors: Cong Li, Dehui Wang, Haixiang Zhang 

Publication date: 21 July 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2014.08.004

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zbMATH Keywords

zero inflationbinomial thinningnegative binomial thinninggeneralized power series distributionZIMINAR(1) process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

Cites Work

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

Cited In (32)

• 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
• Estimation of parameters in the MDDRCINAR(p) model
• A zero-inflated geometric INAR(1) process with random coefficient.
• Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
• 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
• Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
• First order non-negative integer valued autoregressive processes with power series innovations
• Modeling time series when some observations are zero
• Modelling of low count heavy tailed time series data consisting large number of zeros and ones
• Zero-inflated Poisson and negative binomial integer-valued GARCH models
• 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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