Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
From MaRDI portal
(Redirected from Publication:5030977)
Recommendations
- A geometric time series model with inflated-parameter Bernoulli counting series
- Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued \(AR(p)\) models
- Integer valued AR(1) with geometric innovations
- Modelling time series of counts: an INAR approach
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes
Cites work
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- A skew INAR(1) process on \(\mathbb {Z}\)
- An Introduction to Discrete‐Valued Time Series
- Analysis of low count time series data by poisson autoregression
- Asymptotic properties of CLS estimators in the Poisson AR(1) model
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Bayesian nonparametric forecasting for INAR models
- Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
- Discrete analogues of self-decomposability and stability
- Estimation in reversible Markov chains
- Explicit stationary distributions for some galton-watson processes with immigration
- First order autoregressive time series with negative binomial and geometric marginals
- First-order integer valued AR processes with zero inflated Poisson innovations
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First-order random coefficient integer-valued autoregressive processes
- Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process
- Generalized RCINAR(p) Process with Signed Thinning Operator
- INARCH(1) processes: Higher-order moments and jumps
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Integer-Valued GARCH Process
- Mixed Poisson INAR(1) processes
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
- Modelling and coherent forecasting of zero-inflated count time series
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
- On bivariate geometric distribution
- On the time-reversibility of integer-valued autoregressive processes of general order
- Predictive model assessment for count data
- Some ARMA models for dependent sequences of poisson counts
- Statistical inference for first-order random coefficient integer-valued autoregressive processes
- The max-INAR(1) model for count processes
- Thinning-based models in the analysis of integer-valued time series: a review
- Time series models with univariate margins in the convolution-closed infinitely divisible class
- Time series of zero-inflated counts and their coherent forecasting
- True integer value time series
- Zero truncated Poisson integer-valued AR\((1)\) model
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
Cited in
(14)- A new one-parameter discrete distribution with associated regression and integer-valued autoregressive models
- Integer valued AR(1) with geometric innovations
- Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation
- scientific article; zbMATH DE number 7365907 (Why is no real title available?)
- Fractional approaches for the distribution of innovation sequence of INAR(1) processes
- A new minification integer‐valued autoregressive process driven by explanatory variables
- A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases
- A novel geometric AR(1) model and its estimation
- An ARL-unbiased modified chart for monitoring autoregressive counts with geometric marginal distributions
- Modelling and diagnostic tests for Poisson and negative-binomial count time series
- The balanced discrete triplet Lindley model and its INAR(1) extension: properties and COVID-19 applications
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
- Multivariate threshold integer-valued autoregressive processes with explanatory variables
- Modeling long memory with zero-inflated geometric INAR(1) process and its \(\mathbb{Z}\)-valued version
This page was built for publication: Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5030977)
