Testing for zero inflation and overdispersion in INAR(1) models

DOI10.1007/S00362-016-0851-YzbMATH Open1420.62401OpenAlexW2553689140WikidataQ61927780 ScholiaQ61927780MaRDI QIDQ2423193FDOQ2423193

Christian H. Weiß, Pedro Puig, Annika Homburg

Publication date: 21 June 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0851-y

zbMATH Keywords

overdispersionzero-inflationcount data time seriesdispersion indexdiscrete data modelszero indexes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: hypothesis testing (62M02) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

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• Diagnostic checks for integer-valued autoregressive models using expected residuals
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Cited In (24)

• Inferential aspects of the zero-inflated Poisson INAR(1) process
• Test for Conditional Variance of Integer-Valued Time Series
• Mixed Poisson INAR(1) processes
• Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
• Testing the compounding structure of the CP-INARCH model
• Validation tests for the innovation distribution in INAR time series models
• On strongly dependent zero-inflated INAR(1) processes
• Change-point analysis for binomial autoregressive model with application to price stability counts
• Fisher dispersion index for multivariate count distributions: a review and a new proposal
• Parameter estimation and diagnostic tests for INMA(1) processes
• A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts
• Testing for an excessive number of zeros in time series of bounded counts
• Modelling and diagnostic tests for Poisson and negative-binomial count time series
• An alternative test for zero modification in the INAR(1) model with Poisson innovations
• On the performance of information criteria for model identification of count time series
• A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
• Model-based INAR bootstrap for forecasting INAR\((p)\) models
• Time series regression for zero-inflated and overdispersed count data: a functional response model approach
• Mean targeting estimator for the integer-valued GARCH(1, 1) model
• Modelling counts with state-dependent zero inflation
• The misuse of the Vuong test for non-nested models to test for zero-inflation
• Title not available (Why is that?)
• Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry
• Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations

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