Modelling counts with state-dependent zero inflation

DOI10.1177/1471082X18800514MaRDI QIDQ3386460zbMATH OpenFDO

Authors Tobias A. Möller, Christian H. Weiß, Hee-Young Kim

Publication date 4 January 2021

Published in Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/1471082X18800514

zbMATH Keywords

count datacount time seriesstate dependenceunderreportingzero inflation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A Score Test for Zero Inflation in a Poisson Distribution
• Binomial \(\mathrm{AR}(1)\) processes: moments, cumulants, and estimation
• Connections of the Poisson weight function to overdispersion and underdispersion
• Hidden Markov Models for Time Series
• Modeling zero inflation in count data time series with bounded support
• Testing for zero inflation and overdispersion in INAR(1) models
• The Use of a Mixture Model in the Analysis of Count Data
• Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
• Univariate Discrete Distributions
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing

Cited in

(5)

• Computing (Bivariate) Poisson Moments Using Stein–Chen Identities
• Zero-inflated count time series models using Gaussian copula
• Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
• Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
• Zero-inflated binomial integer-valued ARCH models for time series

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