Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion

DOI10.1080/02664763.2018.1458216MaRDI QIDQ5036488

Manoel Santos-Neto, Marcelo Bourguignon, Josemar Rodrigues

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.10940

zbMATH Keywords

INAR(1) process; overdispersion; underdispersion; generalized Poisson distribution; double Poisson distribution

Mathematics Subject Classification ID

62Pxx: Applications of statistics

Related Items

Modeling price clustering in high-frequency prices, A new method of testing for a unit root in the INAR(1) model based on variances, Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones, A New Generalization of Geometric Distribution with Properties and Applications, Mean targeting estimation for integer-valued time series with application to change point test, The family of the bivariate integer-valued autoregressive process (BINAR(1)) with Poisson–Lindley (PL) innovations, Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations, An one-parameter compounding discrete distribution, Generalized Poisson integer-valued autoregressive processes with structural changes, A new minification integer‐valued autoregressive process driven by explanatory variables, On the discrete analogue of the Teissier distribution and its associated INAR(1) process, A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations, A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations, A Study on Discrete Bilal Distribution with Properties and Applications on Integervalued Autoregressive Process, A new one-parameter discrete distribution with associated regression and integer-valued autoregressive models, A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion, Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts, A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts, Modelling with the novel INAR(1)-PTE process, Modelling heavy-tailedness in count time series, A GQL-based inference in non-stationary BINMA(1) time series

Uses Software

• R

Cites Work

• Modelling time series of counts with overdispersion
• First order non-negative integer valued autoregressive processes with power series innovations
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
• A new skew integer valued time series process
• Discrete analogues of self-decomposability and stability
• On conditional least squares estimation for stochastic processes
• Weighted Poisson distributions for overdispersion and underdispersion situations
• Unit root testing in integer-valued AR(1) models
• A skew INAR(1) process on \(\mathbb {Z}\)
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
• Testing for Poisson arrivals in INAR(1) processes
• An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
• Thinning operations for modeling time series of counts -- a survey
• A Generalization of the Poisson Distribution
• Double Exponential Families and Their Use in Generalized Linear Regression
• Integer-valued moving average (INMA) process
• Underdispersion models: Models that are “under the radar”
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• A parametric time series model with covariates for integers in Z
• On first-order integer-valued autoregressive process with Katz family innovations
• Generalized Poisson Distribution: the Property of Mixture of Poisson and Comparison with Negative Binomial Distribution
• Integer-valued autoregressive models for counts showing underdispersion
• Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale
• A generalised NGINAR(1) process with inflated‐parameter geometric counting series
• First‐order integer valued AR processes with zero inflated poisson innovations
• Univariate Discrete Distributions
• Poisson–geometric INAR(1) process for modeling count time series with overdispersion
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item