A geometric time series model with inflated-parameter Bernoulli counting series
DOI10.1016/J.SPL.2016.08.012zbMATH Open1398.62222OpenAlexW2516406894MaRDI QIDQ334058FDOQ334058
Authors: Patrick Borges, Fabio Fajardo Molinares, Marcelo Bourguignon 
Publication date: 31 October 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.08.012
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Cites Work
- Discrete analogues of self-decomposability and stability
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Analysis of low count time series data by poisson autoregression
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- A mixed INAR(p) model
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- A skew INAR(1) process on \(\mathbb {Z}\)
- A geometric time series model with dependent Bernoulli counting series
- A geometric time-series model with an alternative dependent Bernoulli counting series
- First-order rounded integer-valued autoregressive (RINAR(l)) process
- Some geometric mixed integer-valued autoregressive (INAR) models
- Title not available (Why is that?)
- GENERALIZED INTEGER-VALUED AUTOREGRESSION
Cited In (19)
- Penalized empirical likelihood inference for the GINAR(p) model
- A geometric time series model with dependent Bernoulli counting series
- Non-linear INAR(1) processes under an alternative geometric thinning operator
- A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts
- Coherent forecasting for over-dispersed time series of count data
- Alternative procedures in dependent counting INAR process with application on COVID-19
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
- Regularized estimation in GINAR(\(p\)) process
- A geometric bivariate time series with different marginal parameters
- A new geometric INAR(1) process based on counting series with deflation or inflation of zeros
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts
- On shifted geometric \(INAR(1)\) models based on geometric counting series
- A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
- Extended binomial AR(1) processes with generalized binomial thinning operator
- A non-stationary integer-valued autoregressive model
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes
- Higher-order moments, cumulants and spectral densities of the NGINAR(1) process
- A time series model based on dependent zero inflated counting series
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