Zero-inflated count time series models using Gaussian copula
DOI10.1080/07474946.2019.1648922zbMATH Open1435.62309OpenAlexW2975360357WikidataQ127219035 ScholiaQ127219035MaRDI QIDQ5197971FDOQ5197971
Authors: Mohammed Sulaiman Alqawba, Norou Diawara, N. Rao Chaganty 
Publication date: 2 October 2019
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2019.1648922
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Gaussian copulaConway-Maxwell-Poissonnegative binomialzero inflationsequential importance samplingPoissoncount time series
Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Cites Work
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- A new look at the statistical model identification
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- A score test for testing a zero-inflated Poisson regression model against zero-inflated negative binomial alternatives
- Zero-Inflated Negative Binomial Mixed Regression Modeling of Over-Dispersed Count Data with Extra Zeros
- Marginal models for zero inflated clustered data
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- Analyzing clustered count data with a cluster-specific random effect zero-inflated Conway-Maxwell-Poisson distribution
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- State-space models for count time series with excess zeros
- Zero-inflated compound Poisson distributions in integer-valued GARCH models
- Regression analysis of zero-inflated time-series counts: application to air pollution related emergency room visit data
- Latent Gaussian Count Time Series
Cited In (20)
- Multivariate doubly-inflated negative binomial distribution using Gaussian copula
- Integer-valued transfer function models for counts that show zero inflation
- Computational methods for a copula-based Markov chain model with a binomial time series
- Fitting time series models to fisheries data to ascertain age
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
- Zero-inflated modeling. II: Zero-inflated models for complex data structures
- Flexible Lévy-based models for time series of count data with zero-inflation, overdispersion, and heavy tails
- Regression analysis of zero-inflated time-series counts: application to air pollution related emergency room visit data
- Gaussian copula-based zero-inflated power series joint models to analyze correlated count data
- Modeling zero inflation in count data time series with bounded support
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
- Count Time Series: A Methodological Review
- Zero-modified count time series with Markovian intensities
- Copula-based Markov zero-inflated count time series models with application
- Time series regression for zero-inflated and overdispersed count data: a functional response model approach
- Modeling time series when some observations are zero
- A joint mean-correlation modeling approach for longitudinal zero-inflated count data
- A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases
- Markov regression models for count time series with excess zeros: a partial likelihood approach
- A state-space model for bivariate time-series counts with excessive zeros: an application to workplace injury data
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