Some autoregressive moving average processes with generalized Poisson marginal distributions
From MaRDI portal
Publication:688340
DOI10.1007/BF00775809zbMATH Open0777.62085OpenAlexW1991952585MaRDI QIDQ688340FDOQ688340
Recommendations
- Some ARMA models for dependent sequences of poisson counts
- Serial dependence and regression of Poisson INARMA models
- Generalized Autoregressive Moving Average Models
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- An Analysis of Poisson Moving-Average Processes
Cites Work
- scientific article; zbMATH DE number 194136 (Why is no real title available?)
- A Generalization of the Poisson Distribution
- A new urn model with predetermined strategy
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
- Integer-valued moving average (INMA) process
- Some ARMA models for dependent sequences of poisson counts
- Some Discrete Multinomial Probability Models with Predetermined Strategy
- Some applications of lagrangian distributions in queueing theory and epidemiology
- Some interesting properties of lagrangian distributions
Cited In (54)
- A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
- Diagnostic checks for integer-valued autoregressive models using expected residuals
- On quasi Pólya thinning operator
- Random environment integer-valued autoregressive process with discrete Laplace marginal distributions
- A geometric time series model with dependent Bernoulli counting series
- A mixed thinning based geometric INAR(1) model
- An integer-valued bilinear time series model via two random operators
- A geometric time-series model with an alternative dependent Bernoulli counting series
- On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
- Serial dependence and regression of Poisson INARMA models
- Random environment integer-valued autoregressive process
- A geometric time series model with a new dependent Bernoulli counting series
- A seasonal geometric INAR process based on negative binomial thinning operator
- Thinning operations for modeling time series of counts -- a survey
- On the Analysis of the Truncated Generalized Poisson Distribution Using a Bayesian Method
- Conditional least squares estimation of the parameters of higher order random environment INAR models
- A new class of INAR(1) model for count time series
- Zero truncated Poisson integer-valued AR\((1)\) model
- Bivariate models for time series of counts: a comparison study between PBINAR models and dynamic factor models
- Bootstrap based goodness of fit tests for the generalized poisson model
- A Damaged Generalised Poisson Model and its Application to Reported and Unreported Accident Counts
- A flexible univariate autoregressive time-series model for dispersed count data
- Modeling time series of counts with a new class of INAR(1) model
- On a class of \(\mathbb{Z}_+\)-valued autoregressive moving average (ARMA) processes
- A flexible univariate moving average time-series model for dispersed count data
- Count Time Series: A Methodological Review
- Estimation in an integer-valued autoregressive process with negative binomial marginals\newline (NBINAR(1))
- On first-order integer-valued autoregressive process with Katz family innovations
- Integer-valued bilinear time series model with signed generalized power series thinning operator
- Some geometric mixed integer-valued autoregressive (INAR) models
- A combined geometric \(INAR(p)\) model based on negative binomial thinning
- A geometric bivariate time series with different marginal parameters
- Some multivariate discrete time series models for dependent multivariate Zipf counts
- An INAR(1) model based on a mixed dependent and independent counting series
- Convolution-closed models for count time series with applications
- On shifted geometric \(INAR(1)\) models based on geometric counting series
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- Assessing the Goodness-of-Fit of Hidden Markov Models
- Thinning-based models in the analysis of integer-valued time series: a review
- On periodic integer-valued moving average (INMA (q)) models
- A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases
- Estimating the parameters of the generalized poisson AR(1) process
- On periodic ergodicity of a general periodic mixed Poisson autoregression
- A mixed generalized Poisson INAR model with applications
- An Analysis of Poisson Moving-Average Processes
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series
- One-misrecorded Poisson INAR(1) model via two random operators with application to crime and economics data
- Generalized random environment INAR models of higher order
- An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
- A time series model based on dependent zero inflated counting series
- Poisson-Lindley INAR(1) model with applications
- The balanced discrete Burr–Hatke model and mixing INAR(1) process: properties, estimation, forecasting and COVID-19 applications
- Integer-valued autoregressive models based on quasi Pólya thinning operator
This page was built for publication: Some autoregressive moving average processes with generalized Poisson marginal distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q688340)
