A new geometric INAR(1) process based on counting series with deflation or inflation of zeros

DOI10.1080/00949655.2018.1516220OpenAlexW2889078004MaRDI QIDQ4960767

Patrick Borges, Marcelo Bourguignon, Fabio Fajardo Molinares

Publication date: 23 April 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2018.1516220

zbMATH Keywords

overdispersioninteger-valued time serieszero-modified geometric distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (5)

On periodic integer-valued moving average (INMA (q)) models ⋮ Fractional approaches for the distribution of innovation sequence of INAR(1) processes ⋮ Alternative procedures in dependent counting INAR process with application on COVID-19 ⋮ A time series model based on dependent zero inflated counting series ⋮ Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations

Cites Work

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• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
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• A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
• Thinning-based models in the analysis of integer-valued time series: a review
• A generalised NGINAR(1) process with inflated‐parameter geometric counting series
• First‐order integer valued AR processes with zero inflated poisson innovations

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