SUPERPOSITIONED STATIONARY COUNT TIME SERIES

DOI10.1017/S0269964819000433MaRDI QIDQ5051925zbMATH OpenOpenAlexWikidataFDO

Authors Yisu Jia, James Livsey, Robert Lund

Publication date 18 November 2022

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0269964819000433

zbMATH Keywords

count-valued processesnegative binomial distributionPoisson distributionstationary processestime series

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistics (62-XX)

Cites work

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• Inference in binomial AR(1) models
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• Monitoring correlated processes with binomial marginals
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• Negative Binomial Regression
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• On generating multivariate Poisson data in management science applications
• Recent developments on the construction of bivariate distributions with fixed marginals
• Renewal sequences with periodic dynamics
• Serial dependence and regression of Poisson INARMA models
• Some ARMA models for dependent sequences of poisson counts
• The ARMA alphabet soup: a tour of ARMA model variants
• Time series formed from the superposition of discrete renewal processes
• Time series models with univariate margins in the convolution-closed infinitely divisible class

Cited in

(3)

• Poisson count time series
• Approximating Gaussian Copula models for count time series: connecting the distributional transform and a continuous extension
• Likelihood inference in Gaussian copula models for count time series via minimax exponential tilting

Describes a project that uses

Uses Software

• COUNT

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