Thinning-based models in the analysis of integer-valued time series: a review (Q4971438)

scientific article; zbMATH DE number 7259004

Language	Label	Description	Also known as
English	Thinning-based models in the analysis of integer-valued time series: a review	scientific article; zbMATH DE number 7259004

Statements

instance of

scholarly article

0 references

title

Thinning-based models in the analysis of integer-valued time series: a review (English)

0 references

0 references

0 references

0 references

Statistical Modelling

0 references

publication date

12 October 2020

0 references

zbMATH Keywords

time series

0 references

autocorrelation function (ACF)

0 references

counts

0 references

thinning operators

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

0 references

Integer-valued moving average (INMA) process

0 references

Binomial autoregressive moving average models

0 references

Explicit stationary distributions for some galton-watson processes with immigration

0 references

On some integer-valued autoregressive moving average models

0 references

An integer-valued pth-order autoregressive structure (INAR(p)) process

0 references

Some autoregressive moving average processes with generalized Poisson marginal distributions

0 references

An Extended Binomial Distribution with Applications

0 references

Poisson difference integer valued autoregressive model of order one

0 references

Extreme value theory for a class of discrete distributions with applications to some stochastic processes

0 references

A parametric time series model with covariates for integers in Z

0 references

Zero truncated Poisson integer-valued AR\((1)\) model

0 references

Asymptotic behavior of unstable INAR(\(p\)) processes

0 references

Innovational Outliers in INAR(1) Models

0 references

Additive outliers in INAR(1) models

0 references

Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2

0 references

A skew INAR(1) process on \(\mathbb {Z}\)

0 references

Discrete-valued ARMA processes

0 references

Estimation in integer-valued moving average models

0 references

GENERALIZED INTEGER-VALUED AUTOREGRESSION

0 references

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

0 references

A bivariate first-order signed integer-valued autoregressive process

0 references

On the Bivariate Skellam Distribution

0 references

A parametric study for the first-order signed integer-valued autoregressive process

0 references

Inference in binomial AR(1) models

0 references

Break Detection for a Class of Nonlinear Time Series Models

0 references

A simple integer-valued bilinear time series model

0 references

Note on integer-valued bilinear time series models

0 references

Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models

0 references

THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL

0 references

Integer-Valued GARCH Process

0 references

Time series analysis: Methods and applications

0 references

Nonlinear Poisson autoregression

0 references

Poisson Autoregression

0 references

True integer value time series

0 references

A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model

0 references

Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process

0 references

Maximum term of a particular autoregressivesequence with discrete margins

0 references

Extremes of integer-valued moving average models with regularly varying tails

0 references

Extremes of integer-valued moving average sequences

0 references

Tests for time series of counts based on the probability-generating function

0 references

STATIONARY DISCRETE AUTOREGRESSIVE-MOVING AVERAGE TIME SERIES GENERATED BY MIXTURES

0 references

First‐order integer valued AR processes with zero inflated poisson innovations

0 references

Time series models with univariate margins in the convolution-closed infinitely divisible class

0 references

Stationary Time Series Models with Exponential Dispersion Model Margins

0 references

Testing for serial dependence in time series models of counts

0 references

Useful models for time series of counts or simply wrong ones?

0 references

Convolution-closed models for count time series with applications

0 references

A p-Order signed integer-valued autoregressive (SINAR(p)) model

0 references

Flexible Bivariate INAR(1) Processes Using Copulas

0 references

Integer autoregressive models with structural breaks

0 references

A non-stationary integer-valued autoregressive model

0 references

Goodness-of-fit tests for binomial AR(1) processes

0 references

Q3134468

0 references

The Multivariate Ginar(p) Process

0 references

Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process

0 references

Random rounded integer-valued autoregressive conditional heteroskedastic process

0 references

Efficient Probabilistic Forecasts for Counts

0 references

Asymptotic analysis of extremes from autoregressive negative binomial processes

0 references

Some ARMA models for dependent sequences of poisson counts

0 references

Optimal Alarm Systems for Count Processes

0 references

Integer-valued autoregressive processes with periodic structure

0 references

Integer-Valued Self-Exciting Threshold Autoregressive Processes

0 references

A combined geometric \(INAR(p)\) model based on negative binomial thinning

0 references

A bivariate INAR(1) process with application

0 references

On composite likelihood estimation of a multivariate INAR(1) model

0 references

On Estimation of the Bivariate Poisson INAR Process

0 references

Some properties of multivariate INAR(1) processes

0 references

Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation

0 references

An autoregressive model for multilag Markov chains

0 references

Characterization of count data distributions involving additivity and binomial subsampling

0 references

Bivariate Time Series Modeling of Financial Count Data

0 references

A long-memory integer-valued time series model, INARFIMA, for financial application

0 references

A new geometric first-order integer-valued autoregressive (NGINAR(1)) process

0 references

Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))

0 references

A bivariate \(INAR(1)\) time series model with geometric marginals

0 references

A geometric time series model with dependent Bernoulli counting series

0 references

On random coefficient INAR(1) processes

0 references

Bivariate binomial autoregressive models

0 references

Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion

0 references

Replicated INAR(1) processes

0 references

Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model

0 references

Discrete analogues of self-decomposability and stability

0 references

Score statistics for testing serial dependence in count data

0 references

Some recent theory for autoregressive count time series

0 references

Q3999154

0 references

Non-Linear Time Series

0 references

Thinning operations for modeling time series of counts -- a survey

0 references

Serial dependence and regression of Poisson INARMA models

0 references

The combined \(\mathrm{INAR}(p)\) models for time series of counts

0 references

A New Class of Autoregressive Models for Time Series of Binomial Counts

0 references

Integer-valued autoregressive models for counts showing underdispersion

0 references

A Poisson INAR(1) model with serially dependent innovations

0 references

Binomial AR(1) processes: moments, cumulants, and estimation

0 references

Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry

0 references

Chain Binomial Models and Binomial Autoregressive Processes

0 references

BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING

0 references

Inference for INAR\((p)\) processes with signed generalized power series thinning operator

0 references

Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis

0 references

Inference for pth-order random coefficient integer-valued autoregressive processes

0 references

First-order random coefficient integer-valued autoregressive processes

0 references

A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series

0 references

Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning

0 references

Negative binomial time series models based on expectation thinning operators

0 references

Identifiers

DOI

10.1177/1471082X15584701

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4971438