Some ARMA models for dependent sequences of poisson counts

DOI10.2307/1427362MaRDI QIDQ3814601zbMATH OpenOpenAlexFDO

Authors E.McKenzie

Publication date 1988

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427362

zbMATH Keywords

asymptotic propertiescovariance functionsbinomial thinningjoint distributiontime-reversibilitytwo-dimensional casefinite dimensional distributionsmultinomial thinningautoregressive-moving average processesdiscrete self- decomposabilitystationary Poisson-distributed marginalsvector-valued AR(1)-process

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• On some periodic INARMA(p,q) models
• Variable selection for first‐order Poisson integer‐valued autoregressive model with covariables
• Bootstrapping sample quantiles of discrete data
• Analyzing unevenly spaced longitudinal count data
• Analyzing longitudinal count data from adaptive clinical trials: a weighted generalized quasi-likelihood approach
• Convolution-closed models for count time series with applications
• Markov infinitely-divisible stationary time-reversible integer-valued processes
• Some autoregressive moving average processes with generalized Poisson marginal distributions
• SUPERPOSITIONED STATIONARY COUNT TIME SERIES
• On the theory of periodic multivariate INAR processes
• Estimating the use of public lands: integrated modeling of open populations with convolution likelihood ecological abundance regression
• Ruin-based risk measures in discrete-time risk models
• Ergodic properties of stationary Poisson sequences
• A parametric study for the first-order signed integer-valued autoregressive process
• A Poisson INAR(1) process with a seasonal structure
• Estimation in integer-valued moving average models
• On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data
• Thinning-based models in the analysis of integer-valued time series: a review
• Longitudinal modeling of infectious disease
• A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
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• An INAR(1) negative multinomial regression model for longitudinal count data
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• Feasible parameter regions for alternative discrete state space models
• Inferential aspects of the zero-inflated Poisson INAR(1) process
• Some properties of multivariate INAR(1) processes
• A new method of testing for a unit root in the INAR(1) model based on variances
• A conditional count model for repeated count data and its application to GEE approach
• First-order integer valued AR processes with zero inflated Poisson innovations
• The max-BARMA models for counts with bounded support
• Stationary count time series models
• Statistical inference for first-order random coefficient integer-valued autoregressive processes
• Negative binomial time series models based on expectation thinning operators
• Regression theory for categorical time series
• Unit root testing in integer-valued AR(1) models
• Risk models based on time series for count random variables
• Individual effects and dynamics in count data models.
• A simple approach for generating correlated binary variates^∗
• Mixed Poisson INAR(1) processes
• Bivariate INAR(1) model under negative binomial innovations with non-homogeneous over-dispersed indices and application
• A new bivariate INAR(1) model with paired Poisson-weighted exponential distributed innovations
• Tree-structured Markov random fields with Poisson marginal distributions
• GMM versus GQL inferences for panel count data
• On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
• Serial dependence and regression of Poisson INARMA models
• Non-linear INAR(1) processes under an alternative geometric thinning operator
• Parameter-driven state-space model for integer-valued time series with application
• Modelling a non-stationary BINAR(1) Poisson process
• Count Data Time Series Models Based on Expectation Thinning
• Asymptotic properties of CLS estimators in the Poisson AR(1) model
• Coherent forecasting for stationary time series of discrete data
• Asymptotic distribution of the Yule--Walker estimator for INAR(p) processes
• Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration
• Tests for serial correlation and overdispersion in a count data regression model^∗
• Efficient method of moments estimators for integer time series models
• Cluster point processes and Poisson thinning INARMA
• First-order random coefficient mixed-thinning integer-valued autoregressive model
• Dependence on a collection of Poisson random variables
• A class of kth-order dependence-driven random coefficient mixed thinning integer-valued autoregressive process to analyse epileptic seizure data and COVID-19 data
• Integer-valued moving average models with structural changes
• Parameter estimation and diagnostic tests for INMA(1) processes
• Robust inferences in longitudinal models for binary and count panel data in the presence of outliers
• Thinning operations for modeling time series of counts -- a survey
• Bayesian Forecasting of Many Count-Valued Time Series
• Testing independence of two autocorrelated binary time series
• Estimation in conditional first order autoregression with discrete support
• Smoothing non-Gaussian time series with autoregressive structure.
• Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
• Heterogeneous INAR(1) model with application to car insurance
• On familial longitudinal Poisson mixed models with gamma random effects.
• Correlated risks vs contagion in stochastic transition models
• Bidimensional discrete-time risk models based on bivariate claim count time series
• Computing with bivariate COM-Poisson model under different copulas
• A new class of INAR(1) model for count time series
• On a flexible construction of a negative binomial model
• Time series count data regression
• On the stationary version of the generalized hyperbolic ARCH model
• Estimation in a bivariate integer-valued autoregressive process

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