Fully observed INAR(1) processes
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Publication:5126971
DOI10.1080/02664763.2011.604308OpenAlexW2136755533MaRDI QIDQ5126971FDOQ5126971
Authors: Christian H. Weiß 
Publication date: 21 October 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2011.604308
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Cites Work
- Discrete analogues of self-decomposability and stability
- Analysis of low count time series data by poisson autoregression
- Thinning operations for modeling time series of counts -- a survey
- Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
- Limit theorems for discrete-time metapopulation models
- The INARCH(1) model for overdispersed time series of counts
- Estimation in conditional first order autoregression with discrete support
- Forecasting in INAR(1) model
- Maximum likelihood estimation for branching processes with immigration
- A Note on a Test for Poisson Overdispersion
- A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
- On the conditional moments of the k-statistics for the Poisson distribution
Cited In (2)
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