Fully observed INAR(1) processes

DOI10.1080/02664763.2011.604308MaRDI QIDQ5126971zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

maximum likelihood estimationoverdispersioncount-data time seriesmetapopulation modelsINAR(1) model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
• A Note on a Test for Poisson Overdispersion
• Analysis of low count time series data by poisson autoregression
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• Discrete analogues of self-decomposability and stability
• Estimation in conditional first order autoregression with discrete support
• Forecasting in INAR(1) model
• Limit theorems for discrete-time metapopulation models
• Maximum likelihood estimation for branching processes with immigration
• On the conditional moments of the k-statistics for the Poisson distribution
• The INARCH(1) model for overdispersed time series of counts
• Thinning operations for modeling time series of counts -- a survey

Cited in

(2)

• Space-time Integer-valued ARMA modelling for time series of counts
• Approximate Bayesian computation in controlled branching processes: the role of summary statistics

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