Autoregressive and moving average models for zero‐inflated count time series
From MaRDI portal
Publication:6089375
DOI10.1111/stan.12255arXiv2004.10732OpenAlexW3202113053MaRDI QIDQ6089375
Rashmi Tiwari, Unnamed Author, Siuli Mukhopadhyay
Publication date: 14 December 2023
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.10732
Parametric inference (62Fxx) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Log-linear Poisson autoregression
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Time series regression for zero-inflated and overdispersed count data: a functional response model approach
- Generalized ARMA models with martingale difference errors
- Decomposition of time series models in state-space form
- Prediction and classification of non-stationary categorical time series
- Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models
- Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
- Markov regression models for count time series with excess zeros: a partial likelihood approach
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
- Observation-driven models for Poisson counts
- Theory and inference for a class of nonlinear models with application to time series of counts
- ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS
- Poisson Autoregression
- Estimation of the Negative Binomial Parameter κ by Maximum Quasi -Likelihood
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- Dynamic Generalized Linear Models with Application to Environmental Epidemiology
- Dynamic Generalized Linear Models and Bayesian Forecasting
- Markov chain Monte Carlo for dynamic generalised linear models
- Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
- Likelihood analysis of non-Gaussian measurement time series
- Monte Carlo maximum likelihood estimation for non-Gaussian state space models
- Generalized Autoregressive Moving Average Models
- Partial Likelihood Inference For Time Series Following Generalized Linear Models
- Monte Carlo EM Estimation for Time Series Models Involving Counts
- Time Series Models Based on Generalized Linear Models: Some Further Results
- Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
- COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS
- Zero-inflated and overdispersed: what's one to do?
- First‐order integer valued AR processes with zero inflated poisson innovations
- A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD
- Stochastic Limit Theory
- Multivariate statistical modelling based on generalized linear models.
This page was built for publication: Autoregressive and moving average models for zero‐inflated count time series