Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
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Publication:3440765
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Cites work
- scientific article; zbMATH DE number 3174032 (Why is no real title available?)
- scientific article; zbMATH DE number 44982 (Why is no real title available?)
- scientific article; zbMATH DE number 194136 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
- A note on the innovation distribution of a gamma distributed autoregressive process
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Generalized gamma convolutions and related classes of distributions and densities
- Some ARMA models for dependent sequences of poisson counts
- Stationary Time Series Models with Exponential Dispersion Model Margins
- Time series models with univariate margins in the convolution-closed infinitely divisible class
Cited in
(59)- Locally asymptotically efficient estimation for parametric PINAR(p) models
- Periodic INAR(1) model with Bell innovations distribution
- A bilinear modeling in counts time series with applications
- Untangling serially dependent underreported count data for gender-based violence
- A combined integer-valued autoregressive process with actuarial applications
- Fluctuations and precise deviations of cumulative INAR time series
- A seasonal geometric INAR process based on negative binomial thinning operator
- Binomial ARMA count series from renewal processes
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
- Feasible parameter regions for alternative discrete state space models
- Integer-valued autoregressive models for counts showing underdispersion
- Improved estimation for Poisson INAR(1) models
- Efficient order selection algorithms for integer-valued ARMA processes
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- Modeling time series of counts with a new class of INAR(1) model
- Parameter change test for zero-inflated generalized Poisson autoregressive models
- Changepoints in times series of counts
- The max-INAR(1) model for count processes
- Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
- A note on an integer valued time series model with Poisson-negative binomial marginal distribution
- QMLE of periodic integer-valued time series models
- On some periodic INARMA(p,q) models
- Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case
- A robust approach for testing parameter change in Poisson autoregressive models
- Discrete-valued ARMA processes
- Thinning operations for modeling time series of counts -- a survey
- Random environment integer-valued autoregressive process
- Zero truncated Poisson integer-valued AR\((1)\) model
- Generalized random environment INAR models of higher order
- Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
- A New Class of Autoregressive Models for Time Series of Binomial Counts
- Maximum likelihood estimation of the DDRCINAR(p) model
- Change-point detection in binomial thinning processes, with applications in epidemiology
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts
- A geometric time series model with dependent Bernoulli counting series
- Model selection for time series of count data
- A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
- Some geometric mixed integer-valued autoregressive (INAR) models
- Tests for time series of counts based on the probability-generating function
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Efficient estimation in periodic INAR(1) model: parametric case
- Estimation of parameters in the \(\mathrm{DDRCINAR}(p)\) model
- A goodness-of-fit test for Poisson count processes
- Statistical inference for the covariates-driven binomial AR(1) process
- Order shrinkage and selection for the INGARCH(p,q) model
- Count Data Time Series Models Based on Expectation Thinning
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
- An INAR(1) model based on a mixed dependent and independent counting series
- A new mixed first-order integer-valued autoregressive process with Poisson innovations
- The combined \(\mathrm{INAR}(p)\) models for time series of counts
- Generalized Poisson autoregressive models for time series of counts
- A Poisson INAR(1) process with a seasonal structure
- Test of parameter changes in a class of observation-driven models for count time series
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- Negative binomial time series models based on expectation thinning operators
- Thinning-based models in the analysis of integer-valued time series: a review
- Efficient estimation in (PINAR(1)) model: semiparametric case
- Extended binomial AR(1) processes with generalized binomial thinning operator
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