Some ARMA models for dependent sequences of poisson counts

asymptotic properties autoregressive-moving average processes binomial thinning covariance functions discrete self- decomposability finite dimensional distributions joint distribution multinomial thinning stationary Poisson-distributed marginals time-reversibility two-dimensional case vector-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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Cited in

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Testing independence of two autocorrelated binary time series
Ergodic properties of stationary Poisson sequences
Smoothing non-Gaussian time series with autoregressive structure.
Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
Modelling some stationary Markov processes and related characterizations
Some asymptotic properties in INAR(1) processes with Poisson marginals
On familial longitudinal Poisson mixed models with gamma random effects.
Unit root testing in integer-valued AR(1) models
Some properties of multivariate INAR(1) processes
A skew INAR(1) process on \(\mathbb {Z}\)
Coherent forecasting for stationary time series of discrete data
True integer value time series
Poisson-Lindley INAR(1) model with applications
Bayesian nonparametric forecasting for INAR models
A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
Integer-valued moving average models with structural changes
The max-BARMA models for counts with bounded support
Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration
Regression theory for categorical time series
An overview on regression models for discrete longitudinal responses
Individual effects and dynamics in count data models.
The ARMA alphabet soup: a tour of ARMA model variants
Inferential aspects of the zero-inflated Poisson INAR(1) process
Correlated risks vs contagion in stochastic transition models
Thinning operations for modeling time series of counts -- a survey
Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model
Bidimensional discrete-time risk models based on bivariate claim count time series
A flexible univariate moving average time-series model for dispersed count data
Robust estimation for binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies
Analyzing unevenly spaced longitudinal count data
On the theory of periodic multivariate INAR processes
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
Bayesian semiparametric long memory models for discretized event data
Parameter estimation and diagnostic tests for INMA(1) processes
An INAR(1) negative multinomial regression model for longitudinal count data
Risk models based on time series for count random variables
Estimating the use of public lands: integrated modeling of open populations with convolution likelihood ecological abundance regression
A parametric study for the first-order signed integer-valued autoregressive process
On a flexible construction of a negative binomial model
Mixed Poisson INAR(1) processes
Modeling time series of counts with a new class of INAR(1) model
A conditional count model for repeated count data and its application to GEE approach
First-order random coefficient integer-valued autoregressive processes
Longitudinal modeling of infectious disease
Asymptotic properties of CLS estimators in the Poisson AR(1) model
Extremes of integer-valued moving average models with exponential type tails
Asymptotic distribution of the Yule--Walker estimator for INAR(p) processes
Computing with bivariate COM-Poisson model under different copulas
Statistical inference for first-order random coefficient integer-valued autoregressive processes
A threshold mixed count time series model: estimation and application
Estimation in integer-valued moving average models
A simple approach for generating correlated binary variates^∗
Estimation in a bivariate integer-valued autoregressive process
On composite likelihood estimation of a multivariate INAR(1) model
Bootstrapping sample quantiles of discrete data
The empirical likelihood for first-order random coefficient integer-valued autoregressive pro\-cesses
Count Data Time Series Models Based on Expectation Thinning
Structural Laplace Transform and Compound Autoregressive Models
Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
Zero-modified geometric INAR(1) process for modelling count time series with deflation or inflation of zeros
Analyzing longitudinal count data from adaptive clinical trials: a weighted generalized quasi-likelihood approach
Maximum likelihood estimation of higher-order integer-valued autoregressive processes
On a Unified Generalized Quasi–likelihood Approach for Familial–Longitudinal Non‐Stationary Count Data
Discrete-time risk models on time series for count random variables
GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion
Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
Generating dependent random numbers with given correlations and margins from exponential dispersion models
Tests for serial correlation and overdispersion in a count data regression model^∗
Testing for serial dependence in time series models of counts
GENERALIZED INTEGER-VALUED AUTOREGRESSION
A BINAR(1) time-series model with cross-correlated COM–Poisson innovations
Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data
Second order longitudinal dynamic models with covariates: estimation and forecasting
A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
Time series count data regression
A new class of INAR(1) model for count time series
Local asymptotic normality and efficient estimation for multivariate \(\mathrm{GINAR}(p)\) models
Binomial thinning models for integer time series
Modelling and coherent forecasting of zero-inflated count time series
Thinning-based models in the analysis of integer-valued time series: a review
Empirical likelihood inference for random coefficient INAR(p) process
A p-order signed integer-valued autoregressive (SINAR(p)) model
Convolution-closed models for count time series with applications
Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
Bayesian analysis of the p-order integer-valued AR process with zero-inflated Poisson innovations
QMLE of periodic integer-valued time series models
On some periodic INARMA(p,q) models
A new method of testing for a unit root in the INAR(1) model based on variances
SUPERPOSITIONED STATIONARY COUNT TIME SERIES
A discrete-time risk model with Poisson ARCH claim-number process
Communication in Statistics-Theory and methods improved GQL estimation method for the generalised BINMA(1) model
An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation
On first-order integer-valued autoregressive process with Katz family innovations
A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series
Parameter-driven state-space model for integer-valued time series with application
The family of the bivariate integer-valued autoregressive process (BINAR(1)) with Poisson–Lindley (PL) innovations
Efficient method of moments estimators for integer time series models

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