Some recent progress in count time series

DOI10.1080/02331888.2010.541250zbMATH Open1291.62164OpenAlexW1986495612MaRDI QIDQ5402579FDOQ5402579

Authors: Konstantinos Fokianos 

Publication date: 14 March 2014

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.541250

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zbMATH Keywords

ergodicitypredictionstationarityautocorrelationcovariatesgeneralized linear modelsvolatilityperturbation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Cites Work

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Cited In (37)

• Changepoints in times series of counts
• Some properties of multivariate INAR(1) processes
• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
• SPC methods for time-dependent processes of counts—A literature review
• Doubly-inflated Poisson INGARCH models for count time series
• Modeling time series of counts with COM-Poisson INGARCH models
• A bivariate INAR(1) model with different thinning parameters
• Limit theorems for regression models of time series of counts
• Flexible and Robust Mixed Poisson INGARCH Models
• Bivariate zero truncated Poisson INAR(1) process
• Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis
• Recent progress in parameter change test for integer-valued time series models
• Fluctuations and precise deviations of cumulative INAR time series
• Rejoinder on: Subsampling weakly dependent time series and application to extremes
• Retrospective Bayesian outlier detection in INGARCH series
• Rejoinder on: Some recent theory for autoregressive count time series
• Change‐point analysis through integer‐valued autoregressive process with application to some COVID‐19 data
• A regression model for time series of counts
• ROBUST FITTING OF INARCH MODELS
• Model selection for time series of count data
• Count Time Series: A Methodological Review
• State-space models for count time series with excess zeros
• A new look at time series of counts
• An ensemble approach to short‐term forecast of COVID‐19 intensive care occupancy in Italian regions
• Order shrinkage and selection for the INGARCH(p,q) model
• Comments on: Some recent theory for autoregressive count time series
• Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
• A combined geometric \(INAR(p)\) model based on negative binomial thinning
• Convolution-closed models for count time series with applications
• Bootstrapping sample quantiles of discrete data
• Zero-inflated Poisson and negative binomial integer-valued GARCH models
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
• Tests for time series of counts based on the probability-generating function
• Soft-clipping INGARCH models for time series of bounded counts
• A skew INAR(1) process on \(\mathbb {Z}\)
• Some recent theory for autoregressive count time series
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models

Uses Software

• Fahrmeir

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