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Zero-modified count time series with Markovian intensities - MaRDI portal

Zero-modified count time series with Markovian intensities (Q6076568)

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scientific article; zbMATH DE number 7750934

Language	Label	Description	Also known as
English	Zero-modified count time series with Markovian intensities	scientific article; zbMATH DE number 7750934

Statements

scholarly article

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Zero-modified count time series with Markovian intensities (English)

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Journal of Statistical Planning and Inference

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publication date

17 October 2023

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full work available at URL

https://arxiv.org/abs/2107.01813

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zbMATH Keywords

estimating function

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generalized Kalman filter

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parameter-driven models

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stochastic conditional duration

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zero-inflation

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zero-deflation

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MaRDI profile type

MaRDI publication profile

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Product autoregressive models for non-negative variables

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Non-Gaussian Autoregressive-Type Time Series

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

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Predictive Model Assessment for Count Data

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On estimation of the Poisson parameter in zero-modified Poisson models.

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Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data

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Integer-Valued GARCH Process

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First-order autoregressive gamma sequences and point processes

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Time series regression for zero-inflated and overdispersed count data: a functional response model approach

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The foundations of finite sample estimation in stochastic processes

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

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Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing

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A new autoregressive time series model in exponential variables (NEAR(1))

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Gamma processes

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Product autoregression: a time-series characterization of the gamma distribution

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Filtering and Smoothing Via Estimating Functions

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Constructing Stationary Time Series Models Using Auxiliary Variables With Applications

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A time series model based on dependent zero inflated counting series

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A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations

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First-order autoregressive models for gamma and exponential processes

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Generalized duration models and optimal estimation using estimating functions

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Markov zero-inflated Poisson regression models for a time series of counts with excess zeros

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State-space models for count time series with excess zeros

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A regression model for time series of counts

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A Generalization of the Kalman Filter for Models With State-Dependent Observation Variance

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

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Identifiers

zbMATH Open document ID

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10.1016/j.jspi.2023.07.006

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6076568

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