A Flexible Univariate Autoregressive Time‐Series Model for Dispersed Count Data

DOI10.1111/jtsa.12516zbMath1445.62238OpenAlexW2995990415WikidataQ126587831 ScholiaQ126587831MaRDI QIDQ5111856

Kimberly F. Sellers, Stephen J. Peng, Ali Arab

Publication date: 27 May 2020

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12516

zbMATH Keywords

over-dispersionunder-dispersionConway-Maxwell-Poissonsum-of-Conway-Maxwell-Poisson

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Count Time Series: A Methodological Review ⋮ Type I multivariate zero‐inflated COM–Poisson regression model ⋮ Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly Intractable Bayesian Inference ⋮ A flexible univariate moving average time-series model for dispersed count data ⋮ Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations

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