A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
From MaRDI portal
Publication:4806056
DOI10.1081/STM-120020388zbMath1022.60075OpenAlexW1975303816MaRDI QIDQ4806056
Publication date: 4 May 2003
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/stm-120020388
stationary distributionscontinuous-time Markov processescount time series dataextended thinning operators
Related Items
Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) ⋮ Count Data Time Series Models Based on Expectation Thinning ⋮ Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion ⋮ SUPERPOSITIONED STATIONARY COUNT TIME SERIES ⋮ Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes ⋮ Likelihood Inference for Exponential-Trawl Processes ⋮ An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion ⋮ Stationary infinitely divisible processes ⋮ Fully observed INAR(1) processes ⋮ Serial dependence and regression of Poisson INARMA models ⋮ The combined \(\mathrm{INAR}(p)\) models for time series of counts ⋮ Negative binomial time series models based on expectation thinning operators ⋮ Thinning operations for modeling time series of counts -- a survey ⋮ Simultaneous confidence regions for the parameters of a Poisson \(INAR(1)\) model ⋮ A new geometric INAR(1) process based on counting series with deflation or inflation of zeros ⋮ A New Class of Autoregressive Models for Time Series of Binomial Counts ⋮ Thinning-based models in the analysis of integer-valued time series: a review ⋮ On a flexible construction of a negative binomial model ⋮ Optimal Alarm Systems for Count Processes ⋮ Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
Cites Work
- Unnamed Item
- Unnamed Item
- Discrete analogues of self-decomposability and stability
- Generalized gamma convolutions and related classes of distributions and densities
- Continuous-time Markov chains. An applications-oriented approach
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS
- Some ARMA models for dependent sequences of poisson counts
- First order autoregressive time series with negative binomial and geometric marginals
- Explicit stationary distributions for some galton-watson processes with immigration
- Some results for dams with Markovian inputs
- On the Generalized "Birth-and-Death" Process