The Marginal Distribution of Compound Poisson INAR(1) Processes

DOI10.1007/978-3-319-13881-7_39zbMath1351.62047OpenAlexW2127231649WikidataQ61927790 ScholiaQ61927790MaRDI QIDQ2833387

Pedro Puig, Christian H. Weiß

Publication date: 18 November 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_39

zbMATH Keywords

Hermite approximationmarginal distributioncompound Poisson INAR(1) processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Criteria for evaluating approximations of count distributions ⋮ Unnamed Item ⋮ Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale

Cites Work

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• Discrete distributions of order k on a binary sequence
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• Characterization of count data distributions involving additivity and binomial subsampling
• The INARCH(1) Model for Overdispersed Time Series of Counts
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Integer-valued autoregressive models for counts showing underdispersion
• Univariate Discrete Distributions

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