A geometric time series model with inflated-parameter Bernoulli counting series
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Cites work
- scientific article; zbMATH DE number 1069600 (Why is no real title available?)
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- A geometric time series model with dependent Bernoulli counting series
- A geometric time-series model with an alternative dependent Bernoulli counting series
- A mixed INAR(p) model
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- A skew INAR(1) process on \(\mathbb {Z}\)
- Analysis of low count time series data by poisson autoregression
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Discrete analogues of self-decomposability and stability
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- First-order rounded integer-valued autoregressive (RINAR(l)) process
- GENERALIZED INTEGER-VALUED AUTOREGRESSION
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- Some geometric mixed integer-valued autoregressive (INAR) models
Cited in
(26)- A non-stationary integer-valued autoregressive model
- Alternative procedures in dependent counting INAR process with application on COVID-19
- A geometric bivariate time series with different marginal parameters
- A generalised NGINAR(1) process with inflated-parameter geometric counting series
- A geometric time-series model with an alternative dependent Bernoulli counting series
- A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
- Poisson–geometric INAR(1) process for modeling count time series with overdispersion
- Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts
- A time series model based on dependent zero inflated counting series
- On shifted geometric \(INAR(1)\) models based on geometric counting series
- A geometric time series model with dependent Bernoulli counting series
- Higher-order moments, cumulants and spectral densities of the NGINAR(1) process
- A geometric time series model with a new dependent Bernoulli counting series
- Regularized estimation in GINAR(\(p\)) process
- On estimation of an integer valued autoregressive process with inflation or deflation of zeros
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
- A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts
- Non-linear INAR(1) processes under an alternative geometric thinning operator
- A new geometric INAR(1) process based on counting series with deflation or inflation of zeros
- Coherent forecasting for over-dispersed time series of count data
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
- Modelling of low count heavy tailed time series data consisting large number of zeros and ones
- Penalized empirical likelihood inference for the GINAR(p) model
- Extended binomial AR(1) processes with generalized binomial thinning operator
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