Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (Q5030977)

scientific article; zbMATH DE number 7476249

Language	Label	Description	Also known as
English	Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective	scientific article; zbMATH DE number 7476249

Statements

instance of

scholarly article

0 references

title

Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective (English)

0 references

0 references

0 references

0 references

0 references

18 February 2022

0 references

zbMATH Keywords

count time series

0 references

geometric process

0 references

thinning operator

0 references

coherent forecasting

0 references

time reversibility

0 references

describes a project that uses

R

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1080/15326349.2021.1977141

0 references

cites work

First order autoregressive time series with negative binomial and geometric marginals

0 references

Explicit stationary distributions for some galton-watson processes with immigration

0 references

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

0 references

Estimation in Reversible Markov Chains

0 references

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

0 references

Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros

0 references

Mixed Poisson INAR(1) processes

0 references

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

0 references

Bayesian nonparametric forecasting for INAR models

0 references

Predictive Model Assessment for Count Data

0 references

Integer-Valued GARCH Process

0 references

True integer value time series

0 references

Analysis of low count time series data by poisson autoregression

0 references

Asymptotic properties of CLS estimators in the Poisson AR(1) model

0 references

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

0 references

Q3568949

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

Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts

0 references

Modelling and coherent forecasting of zero-inflated count time series

0 references

Time Series of Zero‐Inflated Counts and their Coherent Forecasting

0 references

Autoregressive moving-average processes with negative-binomial and geometric marginal distributions

0 references

Some ARMA models for dependent sequences of poisson counts

0 references

Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations

0 references

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

0 references

On the Time-Reversibility of Integer-Valued Autoregressive Processes of General Order

0 references

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

0 references

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

0 references

The max-INAR(1) model for count processes

0 references

Discrete analogues of self-decomposability and stability

0 references

Generalized RCINAR(<i>p</i>) Process with Signed Thinning Operator

0 references

INARCH(1) processes: Higher-order moments and jumps

0 references

An Introduction to Discrete‐Valued Time Series

0 references

Statistical inference for first-order random coefficient integer-valued autoregressive processes

0 references

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

0 references

First-order random coefficient integer-valued autoregressive processes

0 references

Zero-inflated Poisson and negative binomial integer-valued GARCH models

0 references

Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models

0 references

Identifiers

zbMATH Open document ID

1493.62525

0 references

DOI

10.1080/15326349.2021.1977141

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5030977