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

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A mixed INAR(p) model
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Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
Efficient Probabilistic Forecasts for Counts
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First-order integer valued AR processes with zero inflated Poisson innovations
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FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
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Zero-inflated and overdispersed: what's one to do?
Zero-inflated Poisson and negative binomial integer-valued GARCH models

Cited in

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Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
A zero-inflated geometric INAR(1) process with random coefficient.
Inferential aspects of the zero-inflated Poisson INAR(1) process
Noise-indicator nonnegative integer-valued autoregressive time series of the first order
Quantile regression for thinning-based INAR(1) models of time series of counts
Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
A new mixed first-order integer-valued autoregressive process with Poisson innovations
A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts
Modeling time series when some observations are zero
Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
Modelling of low count heavy tailed time series data consisting large number of zeros and ones
Bivariate zero truncated Poisson INAR(1) process
Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
Zero-truncated compound Poisson integer-valued GARCH models for time series
First order non-negative integer valued autoregressive processes with power series innovations
Zero-Inflated NGINAR(1) process
Maximum likelihood estimation of the DDRCINAR(p) model
Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones
On estimation of an integer valued autoregressive process with inflation or deflation of zeros
On first-order integer-valued autoregressive process with Katz family innovations
Control charts based on dependent count data with deflation or inflation of zeros
First-order integer valued AR processes with zero inflated Poisson innovations
Zero-inflated compound Poisson distributions in integer-valued GARCH models
Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
Zero truncated Poisson integer-valued AR\((1)\) model
Estimation of parameters in the MDDRCINAR(p) model
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
Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
Zero-inflated Poisson and negative binomial integer-valued GARCH models
Modeling offence counts with a class of mixed integer-valued autoregressive models with dynamic mixing probabilities
First-order spatial dependent count integer-valued autoregressive (Sp-DCINAR(1,1)) process
Maximum likelihood estimation of the SDMINAR( p ) model to analyze some COVID-19 data
A mixed INAR( p ) model with serially dependent innovation with application to some COVID-19 data
Comparison of zero-inflated and hurdle INAR(1) processes for modeling count data
A class of mixed thinning threshold integer-valued autoregressive model for the COVID-19 data
Empirical likelihood inference for a unified mixed INAR(1) model

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