Conway–Maxwell–Poisson seasonal autoregressive moving average model

DOI10.1080/00949655.2021.1955887MaRDI QIDQ3390480zbMATH OpenOpenAlexFDO

Authors Moizés da Silva Melo, Airlane P. Alencar

Publication date 24 March 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2021.1955887

zbMATH Keywords

seasonalitytime series of countsConway-Maxwell-Poisson distributionCMP-SARMA

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 1782877 (Why is no real title available?)
• scientific article; zbMATH DE number 3325347 (Why is no real title available?)
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• A new look at the statistical model identification
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• Beta autoregressive moving average models
• Beta seasonal autoregressive moving average models
• Conway-Maxwell-Poisson autoregressive moving average model for equidispersed, underdispersed, and overdispersed count data
• EXPERIMENTAL EVIDENCE CONCERNING CONTAGIOUS DISTRIBUTIONS IN ECOLOGY
• Estimating the dimension of a model
• Generalized Autoregressive Moving Average Models
• Integer-valued autoregressive processes with periodic structure
• Mean-parametrized Conway–Maxwell–Poisson regression models for dispersed counts
• On a measure of lack of fit in time series models
• Predictive model assessment for count data
• SYMARMA: a new dynamic model for temporal data on conditional symmetric distribution
• Time series models in non-normal situation: symmetric innovations
• Useful models for time series of counts or simply wrong ones?

Cited in

(3)

• Uniformly most powerful unbiased tests for the dispersion parameter of the Conway-Maxwell-Poisson distribution
• Beta seasonal autoregressive moving average models
• Characterizing Existence and Location of the ML Estimate in the Conway–Maxwell–Poisson Model

Describes a project that uses

Uses Software

• SYMARMA
• gamlss.util
• R

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