Coherent forecasting for stationary time series of discrete data

DOI10.1007/s10182-014-0243-3zbMath1443.62279OpenAlexW2059481171MaRDI QIDQ1621989

Atanu Biswas, Raju Maiti

Publication date: 12 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-014-0243-3

zbMATH Keywords

Markov modellogistic regression modelcoherent forecastingMTD modelPegram's model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Related Items (7)

Control charts based on dependent count data with deflation or inflation of zeros ⋮ Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data ⋮ Forecasting overdispersed INAR(1) count time series with negative binomial marginal ⋮ Time series analysis of categorical data using auto-odds ratio function ⋮ Bayesian comparative study on binary time series ⋮ Modelling and coherent forecasting of zero-inflated count time series ⋮ A new INAR(1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion

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