Count Data Time Series Models Based on Expectation Thinning

DOI10.1080/15326349.2010.498318zbMath1209.62205OpenAlexW1971991994MaRDI QIDQ3161159

Joe, Harry, Rong Zhu

Publication date: 12 October 2010

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349.2010.498318

zbMATH Keywords

overdispersionautoregressivesojourn timebirth-death processcontinuous-time Markov processgeneralized discrete self-decomposabilityself-generalizability

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Characterization and structure theory of statistical distributions (62E10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (2)

Count Time Series: A Methodological Review ⋮ On a flexible construction of a negative binomial model

Cites Work

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