First-order integer valued AR processes with zero inflated Poisson innovations

DOI10.1111/J.1467-9892.2012.00809.XzbMATH Open1281.62197OpenAlexW1898999968MaRDI QIDQ5397968FDOQ5397968

Authors: Mansour Aghababaei Jazi, Chin-Diew Lai, G. Jones 

Publication date: 25 February 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00809.x

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zbMATH Keywords

infinitely divisible distributionsconditional maximum likelihood estimationzero inflated Poisson distributioninteger valued autoregressive processes

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stationary stochastic processes (60G10)

Cites Work

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Cited In (78)

• Inferential aspects of the zero-inflated Poisson INAR(1) process
• Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones
• Control charts based on dependent count data with deflation or inflation of zeros
• Bayesian comparative study on binary time series
• Integer-valued transfer function models for counts that show zero inflation
• Noise-indicator nonnegative integer-valued autoregressive time series of the first order
• Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
• Alive SMC\(^{2}\): Bayesian model selection for low-count time series models with intractable likelihoods
• Mixed Poisson INAR(1) processes
• Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
• SPC methods for time-dependent processes of counts—A literature review
• Generalized Poisson autoregressive models for time series of counts
• Validation tests for the innovation distribution in INAR time series models
• A New Generalization of Geometric Distribution with Properties and Applications
• Integer valued AR(1) with geometric innovations
• Testing for zero inflation and overdispersion in INAR(1) models
• Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
• Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
• Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
• Time series of zero-inflated counts and their coherent forecasting
• A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts
• Recent progress in parameter change test for integer-valued time series models
• Zero truncated Poisson integer-valued AR\((1)\) model
• INAR(1) processes with inflated-parameter generalized power series innovations
• Coherent forecasting for over-dispersed time series of count data
• Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale
• Integer-valued autoregressive models for counts showing underdispersion
• 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
• State-space models for count time series with excess zeros
• Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
• On first-order integer-valued autoregressive process with Katz family innovations
• Analysis of Poisson varying-coefficient models with autoregression
• Integer-valued bilinear time series model with signed generalized power series thinning operator
• Bayesian analysis of the p-order integer-valued AR process with zero-inflated Poisson innovations
• Zero-Inflated NGINAR(1) process
• Modelling heavy-tailedness in count time series
• A new geometric INAR(1) process based on counting series with deflation or inflation of zeros
• First order non-negative integer valued autoregressive processes with power series innovations
• Bootstrapping INAR models
• Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts
• Modelling of low count heavy tailed time series data consisting large number of zeros and ones
• Autoregressive and moving average models for zero‐inflated count time series
• A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
• Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal
• Thinning-based models in the analysis of integer-valued time series: a review
• A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations
• Poisson–geometric INAR(1) process for modeling count time series with overdispersion
• An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
• Detection of changes in INAR models
• Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
• Modeling and inference for multivariate time series of counts based on the INGARCH scheme
• Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
• Exact and approximate Bayesian inference for low integer-valued time series models with intractable likelihoods
• Zero-inflated compound Poisson distributions in integer-valued GARCH models
• Poisson-Lindley INAR(1) model with applications
• Semiparametric estimation of INAR models using roughness penalization
• Doubly-inflated Poisson INGARCH models for count time series
• On strongly dependent zero-inflated INAR(1) processes
• Untangling serially dependent underreported count data for gender-based violence
• First-order random coefficient INAR process with dependent counting series
• Generalized ordinal patterns in discrete-valued time series: nonparametric testing for serial dependence
• New discrete Bilal distribution and associated INAR(1) process
• Alternative procedures in dependent counting INAR process with application on COVID-19
• Change‐point analysis through integer‐valued autoregressive process with application to some COVID‐19 data
• Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme
• An alternative test for zero modification in the INAR(1) model with Poisson innovations
• Zero-modified count time series with Markovian intensities
• Monitoring parameter change for bivariate time series models of counts
• A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
• Comparison of estimation and prediction methods for a zero-inflated geometric INAR(1) process with random coefficients
• Periodic INAR(1) model with Bell innovations distribution
• A maximum likelihood and regenerative bootstrap approach for estimation and forecasting of INAR( p ) processes with zero-inflated innovations
• Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
• One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data
• On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart
• On the analysis of a discrete-time risk model with INAR(1) processes

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