A flexible univariate autoregressive time-series model for dispersed count data
DOI10.1111/JTSA.12516zbMATH Open1445.62238OpenAlexW2995990415WikidataQ126587831 ScholiaQ126587831MaRDI QIDQ5111856FDOQ5111856
Kimberly Flagg 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
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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) Inference from stochastic processes and prediction (62M20)
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Cited In (9)
- Stationary count time series models
- Type I multivariate zero‐inflated COM–Poisson regression model
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- An ARL-unbiased modified chart for monitoring autoregressive counts with geometric marginal distributions
- A flexible univariate moving average time-series model for dispersed count data
- Count Time Series: A Methodological Review
- Integer-valued autoregressive models based on quasi Pólya thinning operator
- Probabilistic Time Series Forecasts with Autoregressive Transformation Models
- Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly Intractable Bayesian Inference
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