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

Official website: https://cran.r-project.org/web/packages/tscount/index.html

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

Cited In (43)

• 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
• Count and duration time series with equal conditional stochastic and mean orders
• 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
• RladyBug
• Surveillance
• gcmr
• polyCub
• SaTScan
• KFAS
• ITSM2000
• polyclip
• ggeffects
• MGLM
• amei
• acp
• gamlss.util
• glarma
• MARSS
• R0
• EpiEstim
• tsintermittent
• ZIM
• highfrequency
• MSGARCH
• hawkes
• RobustSP
• logcondiscr
• nonlinearTseries
• StFinMetrics
• ACDm
• epimdr
• multitaper
• BPST
• Intervention analysis for low-count time series with applications in public health
• NlinTS
• scoringutils
• 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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