A Poisson INAR(1) model with serially dependent innovations
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Publication:496093
DOI10.1007/S00184-015-0529-9zbMATH Open1333.62218OpenAlexW2017382903MaRDI QIDQ496093FDOQ496093
Authors: Christian H. Weiß 
Publication date: 17 September 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-015-0529-9
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Cited In (25)
- Stationary count time series models
- Modeling longitudinal INMA(1) with COM-Poisson innovation under non-stationarity: application to medical data
- Mixed Poisson INAR(1) processes
- A new INARMA(1,1) model with Poisson marginals
- Serial dependence and regression of Poisson INARMA models
- Random environment integer-valued autoregressive process
- First-order random coefficient INAR process with dependent counting series
- Two classes of dynamic binomial integer-valued ARCH models
- Monitoring parameter shift with Poisson integer-valued GARCH models
- A new INAR model based on Poisson-BE2 innovations
- Nearly unstable integer‐valued ARCH process and unit root testing
- Empirical likelihood for a first-order generalized random coefficient integer-valued autoregressive process
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
- The balanced discrete triplet Lindley model and its INAR(1) extension: properties and COVID-19 applications
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case
- A new mixed first-order integer-valued autoregressive process with Poisson innovations
- Thinning-based models in the analysis of integer-valued time series: a review
- Testing the dispersion structure of count time series using Pearson residuals
- A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
- A dependent counting INAR model with serially dependent innovation
- An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
- Some ARMA models for dependent sequences of poisson counts
- A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations
- An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
- A binomial integer-valued ARCH model
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