The predictive distributions of thinning-based count processes
From MaRDI portal
Recommendations
- Thinning operations for modeling time series of counts -- a survey
- On count time series prediction
- Model-based INAR bootstrap for forecasting INAR\((p)\) models
- Non-linear INAR(1) processes under an alternative geometric thinning operator
- Negative binomial time series models based on expectation thinning operators
Cited in
(14)- Random record processes and state dependent thinning
- Noncausal counting processes: a queuing perspective
- BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING
- Count Data Time Series Models Based on Expectation Thinning
- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations
- Semiparametric estimation of INAR models using roughness penalization
- Change-point analysis for binomial autoregressive model with application to price stability counts
- Cyber risk modeling: a discrete multivariate count process approach
- A zero-modified geometric INAR(1) model for analyzing count time series with multiple features
- Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
- A unifying class of compound Poisson integer-valued ARMA and GARCH models
- Forecasting natural disaster frequencies using nonstationary count time series models
- Markov determinantal point process for dynamic random sets
This page was built for publication: The predictive distributions of thinning-based count processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4994804)