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

DOI10.1016/j.cam.2018.07.043zbMath1405.62119OpenAlexW2887012058MaRDI QIDQ1624679

Xiaohong Qi, Qi Li, Fukang Zhu

Publication date: 16 November 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2018.07.043

zbMATH Keywords

dispersion indexconditional maximum likelihoodexcess zeros and onesINARtime series of countZOIP

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Stationary stochastic processes (60G10)

Related Items (20)

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