A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series

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Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
Continuous-time Markov chains. An applications-oriented approach
Discrete analogues of self-decomposability and stability
EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS
Explicit stationary distributions for some galton-watson processes with immigration
First order autoregressive time series with negative binomial and geometric marginals
Generalized gamma convolutions and related classes of distributions and densities
On the Generalized "Birth-and-Death" Process
Some ARMA models for dependent sequences of poisson counts
Some results for dams with Markovian inputs

Cited in

(20)

Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
On a flexible construction of a negative binomial model
Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
SUPERPOSITIONED STATIONARY COUNT TIME SERIES
An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
Stationary infinitely divisible processes
Integer-valued trawl processes: a class of stationary infinitely divisible processes
Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
Thinning operations for modeling time series of counts -- a survey
Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model
Likelihood Inference for Exponential-Trawl Processes
Serial dependence and regression of Poisson INARMA models
A New Class of Autoregressive Models for Time Series of Binomial Counts
Fully observed INAR(1) processes
Count Data Time Series Models Based on Expectation Thinning
A new geometric INAR(1) process based on counting series with deflation or inflation of zeros
The combined \(\mathrm{INAR}(p)\) models for time series of counts
Negative binomial time series models based on expectation thinning operators
Thinning-based models in the analysis of integer-valued time series: a review
Optimal Alarm Systems for Count Processes

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