Time series models with univariate margins in the convolution-closed infinitely divisible class

Cited In (54)

Poisson-Driven Stationary Markov Models
Integer-valued autoregressive models based on quasi Pólya thinning operator
Existence of a periodic and seasonal INAR process
Markov infinitely-divisible stationary time-reversible integer-valued processes
Stationary count time series models
On quasi Pólya thinning operator
Changepoint detection in non-exchangeable data
Negative binomial time series models based on expectation thinning operators
First-order random coefficients integer-valued threshold autoregressive processes
A Flexible Univariate Autoregressive Time‐Series Model for Dispersed Count Data
Diagnosing and modeling extra-binomial variation for time-dependent counts
Useful models for time series of counts or simply wrong ones?
A class of observation-driven random coefficient INAR(1) processes based on negative binomial thinning
Modelling a non-stationary BINAR(1) Poisson process
Asymptotic properties of CLS estimators in the Poisson AR(1) model
Discrete-valued ARMA processes
On the construction of stationary AR(1) models via random distributions
A seasonal geometric INAR process based on negative binomial thinning operator
Noncausal counting processes: a queuing perspective
Thinning operations for modeling time series of counts -- a survey
A review of INMA integer-valued model class, application and further development
Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
On a flexible construction of a negative binomial model
Bivariate first-order random coefficient integer-valued autoregressive processes
On the stationary version of the generalized hyperbolic ARCH model
Statistical analysis of discrete-valued time series using categorical ARMA models
Modelling nonlinear count time series with local mixtures of Poisson autoregressions
Maximum likelihood estimation of higher-order integer-valued autoregressive processes
Generating dependent random numbers with given correlations and margins from exponential dispersion models
Stationary state space models for longitudinal data
Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
True integer value time series
Modeling nonlinearities with mixtures-of-experts of time series models
Modeling time series of counts with a new class of INAR(1) model
A flexible univariate moving average time-series model for dispersed count data
Count Time Series: A Methodological Review
A study of RCINAR(1) process with generalized negative binomial marginals
Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process
Bivariate copula-based CUSUM charts for monitoring conditional nonlinear processes with first-order autocorrelation
Negative Binomial Autoregressive Process with Stochastic Intensity
Strength of tail dependence based on conditional tail expectation
Convolution-closed models for count time series with applications
SUPERPOSITIONED STATIONARY COUNT TIME SERIES
Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
Latent Gaussian Count Time Series
Thinning-based models in the analysis of integer-valued time series: a review
EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series
Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
Time series analysis of categorical data using auto-mutual information
Modeling nonlinear time series with local mixtures of generalized linear models
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Extended constructions of stationary autoregressive processes

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