Zero-inflated Poisson and negative binomial integer-valued GARCH models
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Cites work
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- scientific article; zbMATH DE number 3136861 (Why is no real title available?)
- scientific article; zbMATH DE number 5630239 (Why is no real title available?)
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Cited in
(80)- Inferential aspects of the zero-inflated Poisson INAR(1) process
- On the zero-modified Poisson model: Bayesian analysis and posterior divergence measure
- First-order integer valued AR processes with zero inflated Poisson innovations
- Infinitely divisible distributions in integer-valued GARCH models
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
- Integer-valued transfer function models for counts that show zero inflation
- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
- Threshold negative binomial autoregressive model
- A new GJR‐GARCH model for ℤ‐valued time series
- Zero-inflated binomial integer-valued ARCH models for time series
- Marginal likelihood estimation for the negative binomial INGARCH model
- Necessary and sufficient conditions for the identifiability of observation‐driven models
- Generalized Poisson autoregressive models for time series of counts
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Forecasting transaction counts with integer-valued GARCH models
- Bayesian time‐varying autoregressive models of COVID‐19 epidemics
- Doubly-inflated Poisson INGARCH models for count time series
- Modeling time series of counts with COM-Poisson INGARCH models
- Count and duration time series with equal conditional stochastic and mean orders
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
- Testing for zero inflation and overdispersion in INAR(1) models
- Flexible bivariate Poisson integer-valued GARCH model
- Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models
- Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
- Flexible and Robust Mixed Poisson INGARCH Models
- Recent progress in parameter change test for integer-valued time series models
- Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence
- Time series of zero-inflated counts and their coherent forecasting
- Poisson QMLE of count time series models
- Monitoring parameter shift with Poisson integer-valued GARCH models
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models
- Self-excited hysteretic negative binomial autoregression
- A generalized mixture integer-valued GARCH model
- Softplus INGARCH Model
- Zero-inflated modeling. II: Zero-inflated models for complex data structures
- On higher-order moments of INGARCH processes
- Robust estimation for general integer-valued time series models
- Corrigendum to Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models
- Periodic negative binomial INGARCH(1, 1) model
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
- Discussion on “Text Selection”
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- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
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- An alternative test for zero modification in the INAR(1) model with Poisson innovations
- Zero-inflated count time series models using Gaussian copula
- State-space models for count time series with excess zeros
- Zero-modified count time series with Markovian intensities
- Monitoring parameter change for bivariate time series models of counts
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models
- Copula-based Markov zero-inflated count time series models with application
- First order non-negative integer valued autoregressive processes with power series innovations
- A trigamma-free approach for computing information matrices related to trigamma function
- Modelling heavy-tailedness in count time series
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss
- Modeling normalcy‐dominant ordinal time series: An application to air quality level
- Modeling time series when some observations are zero
- Mean targeting estimator for the integer-valued GARCH(1, 1) model
- Bayesian estimation and case influence diagnostics for the zero-inflated negative binomial regression model
- Autoregressive and moving average models for zero‐inflated count time series
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- A negative binomial integer-valued GARCH model
- Estimation and testing linearity for non-linear mixed Poisson autoregressions
- Zero-truncated compound Poisson integer-valued GARCH models for time series
- Ergodicity conditions for a double mixed Poisson autoregression
- Influence diagnostics in log-linear integer-valued GARCH models
- On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data
- On Bayesian model selection for INGARCH models viatrans-dimensional Markov chain Monte Carlo methods
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Markov regression models for count time series with excess zeros: a partial likelihood approach
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
- Test of parameter changes in a class of observation-driven models for count time series
- A new first-order mixture Integer-valued threshold autoregressive process based on binomial thinning and negative binomial thinning
- Predicting Lifespan of \textit{Drosophila melanogaster} a novel application of convolutional neural networks and zero-inflated autoregressive conditional Poisson model
- Parameter change test for zero-inflated generalized Poisson autoregressive models
- Zero-inflated compound Poisson distributions in integer-valued GARCH models
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