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

DOI10.1177/1471082X16683113WikidataQ61927771 ScholiaQ61927771MaRDI QIDQ5142178FDOQ5142178

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

• Discrete analogues of self-decomposability and stability
• Twenty years of P-splines (invited article)
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• First-order integer valued AR processes with zero inflated Poisson innovations
• Thinning operations for modeling time series of counts -- a survey
• Title not available (Why is that?)
• First-order random coefficient integer-valued autoregressive processes
• Inference for pth-order random coefficient integer-valued autoregressive processes
• Title not available (Why is that?)
• Binomial thinning models for integer time series
• Efficient Probabilistic Forecasts for Counts
• Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process
• Characterization of count data distributions involving additivity and binomial subsampling
• Retrospective change detection for binary time series models
• Structural changes in autoregressive models for binary time series
• Integer valued AR(1) with geometric innovations
• Thinning-based models in the analysis of integer-valued time series: a review
• Generalized multivariate Hermite distributions and related point processes
• Detection of changes in INAR models
• Tests for time series of counts based on the probability-generating function
• The marginal distribution of compound Poisson INAR(1) processes

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

Uses Software

• numDeriv
• hermite

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