Zero truncated Poisson integer-valued AR(1) model
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Publication:604645
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Cites work
- Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
- Discrete analogues of self-decomposability and stability
- Estimation in nonlinear time series models
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First-order random coefficient integer-valued autoregressive processes
- scientific article; zbMATH DE number 1808197 (Why is no real title available?)
- scientific article; zbMATH DE number 3388498 (Why is no real title available?)
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- Random coefficient autoregressive models: an introduction
- Some ARMA models for dependent sequences of poisson counts
- Some asymptotic properties in INAR(1) processes with Poisson marginals
- Some autoregressive moving average processes with generalized Poisson marginal distributions
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
Cited in
(48)- Poisson-Lindley INAR(1) model with applications
- An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion
- Integer-valued moving average models with structural changes
- Generalized random environment INAR models of higher order
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- Noise-indicator nonnegative integer-valued autoregressive time series of the first order
- On the zero-modified Poisson model: Bayesian analysis and posterior divergence measure
- A parametric study for the first-order signed integer-valued autoregressive process
- Random environment integer-valued autoregressive process
- A geometric time series model with dependent Bernoulli counting series
- Bivariate zero truncated Poisson INAR(1) process
- Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
- Generalized RCINAR(1) process with signed thinning operator
- A geometric time-series model with an alternative dependent Bernoulli counting series
- Treating missing values in INAR(1) models: An application to syndromic surveillance data
- Generalized RCINAR(p) Process with Signed Thinning Operator
- Conditional least squares estimation of the parameters of higher order random environment INAR models
- Zero-truncated compound Poisson integer-valued GARCH models for time series
- First order non-negative integer valued autoregressive processes with power series innovations
- On shifted geometric INAR(1) models based on geometric counting series
- An INAR(1) model based on a mixed dependent and independent counting series
- A new class of INAR(1) model for count time series
- Thinning-based models in the analysis of integer-valued time series: a review
- A mixed thinning based geometric INAR(1) model
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
- Integer-valued bilinear time series model with signed generalized power series thinning operator
- On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion
- An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
- Some estimation and forecasting procedures in Poisson-Lindley INAR(1) process
- Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones
- Nonparametric estimation in random sum models
- Inference for random coefficient INAR(1) process based on frequency domain analysis
- First-order integer valued AR processes with zero inflated Poisson innovations
- Zero-inflated compound Poisson distributions in integer-valued GARCH models
- An integer-valued bilinear time series model via two random operators
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- First-order random coefficient INAR process with dependent counting series
- Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables
- On the discrete analogue of the Teissier distribution and its associated INAR(1) process
- Zero-inflated binomial integer-valued ARCH models for time series
- Doubly-inflated Poisson INGARCH models for count time series
- Random environment integer-valued autoregressive process with discrete Laplace marginal distributions
- 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
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- First-order spatial dependent count integer-valued autoregressive (Sp-DCINAR(1,1)) process
- A new bivariate INAR(1) model with paired Poisson-weighted exponential distributed innovations
- A simple INAR(1) model for analyzing count time series with multiple features
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