Under-reported data analysis with INAR-hidden Markov chains

DOI10.1002/SIM.7026MaRDI QIDQ6936418zbMATH OpenFDO

Authors Amanda Fernández-Fontelo, Alejandra Cabaña, Pedro Puig, D. Morina

Publication date 29 August 2025

Published in Statistics in Medicine (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/SIM.7026

zbMATH Keywords

discrete time seriesemission probabilitiesinteger-autoregressive modelsthinning operatorunder-recorded data

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

Cites work

• Bayesian nowcasting during the STEC O104:H4 outbreak in Germany, 2011
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• Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
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• Heterogeneous INAR(1) model with application to car insurance
• Hidden Markov Models for Time Series
• scientific article; zbMATH DE number 3263751 (Why is no real title available?)
• Integer-valued autoregressive processes with periodic structure
• Modelling and coherent forecasting of zero-inflated count time series
• Some properties of multivariate INAR(1) processes
• Stochastic processes: Modelling and simulation
• Thinning operations for modeling time series of counts -- a survey
• Thinning-based models in the analysis of integer-valued time series: a review
• Twenty years of P-splines (invited article)

Cited in

(2)

• Change-points analysis for generalized integer-valued autoregressive model via minimum description length principle
• Testing serial dependence or cross dependence for time series with underreporting

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