Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale

DOI10.1177/1471082X16683113MaRDI QIDQ5142178zbMATH OpenWikidataFDO

Authors Amanda Fernández-Fontelo, Sara Fontdecaba, Anna Alba, Pedro Puig

Publication date 30 December 2020

Published in Statistical Modelling (Search for Journal in Brave)

zbMATH Keywords

Hermite distributiontime dependent coefficientsINAR modelscattle fallen stockveterinary syndromic surveillance

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 1959513 (Why is no real title available?)
• scientific article; zbMATH DE number 3229193 (Why is no real title available?)
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• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Tests for time series of counts based on the probability-generating function
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• Thinning operations for modeling time series of counts -- a survey
• Thinning-based models in the analysis of integer-valued time series: a review
• Twenty years of P-splines (invited article)

Cited in

(3)

• Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
• Response to the letter of ``Under-reported data analysis with INAR-hidden Markov chains
• Computing probabilities of integer-valued random variables by recurrence relations

Describes a project that uses

Uses Software

• hermite
• numDeriv

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