tscount

swMATH23277CRANtscountMaRDI QIDQ35050FDOQ35050

Analysis of Count Time Series

Roland Fried, Philipp Probst, Tobias Liboschik, Konstantinos Fokianos

Last update: 8 September 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.4.3

Source code repository: https://github.com/cran/tscount

Cited In (11)

• Jump detection in high-frequency financial data using wavelets
• Test for Conditional Variance of Integer-Valued Time Series
• Observation-driven models for discrete-valued time series
• Asymptotic properties of conditional least-squares estimators for array time series
• 2-D Rayleigh autoregressive moving average model for SAR image modeling
• Copula directional dependence of discrete time series marginals
• A generalized mixture integer-valued GARCH model
• Intervention analysis for low-count time series with applications in public health
• COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS
• Dynamic model averaging adapted to dynamic regression models for time series of counts
• Independence, successive and conditional likelihood for time series of counts

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