Treating missing values in INAR(1) models: An application to syndromic surveillance data

DOI10.1111/j.1467-9892.2009.00636.xzbMath1224.62044OpenAlexW1822324532MaRDI QIDQ3077672

Jonas Andersson, Dimitris Karlis

Publication date: 22 February 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/299323

zbMATH Keywords

EM algorithmMarkov chain Monte Carloimputationmixed Poissondiscrete valued time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items

Bivariate binomial autoregressive models ⋮ Convolution-closed models for count time series with applications ⋮ Fluctuations and precise deviations of cumulative INAR time series ⋮ Statistical inference for self-exciting threshold INAR processes with missing values ⋮ Imputation-based semiparametric estimation for INAR(1) processes with missing data ⋮ A Study for Missing Values in PINAR(1)_TProcesses

Uses Software

• R

Cites Work

• Estimation in conditional first order autoregression with discrete support
• Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS