Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
From MaRDI portal
Publication:1647625
DOI10.1214/17-AOAS1098zbMath1393.62126OpenAlexW2790715280WikidataQ130184951 ScholiaQ130184951MaRDI QIDQ1647625
James Livsey, Stefanos Kechagias, Vladas Pipiras, Robert B. Lund
Publication date: 26 June 2018
Published in: The Annals of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aoas/1520564478
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)
Related Items (15)
SUPERPOSITIONED STATIONARY COUNT TIME SERIES ⋮ Bayesian semiparametric long memory models for discretized event data ⋮ Some estimation and forecasting procedures in Possion-Lindley INAR(1) process ⋮ Count Time Series: A Methodological Review ⋮ Latent Gaussian Count Time Series ⋮ Seasonal count time series ⋮ Flexible bivariate INGARCH process with a broad range of contemporaneous correlation ⋮ A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations ⋮ Negative Binomial Autoregressive Process with Stochastic Intensity ⋮ Noncausal counting processes: a queuing perspective ⋮ Bivariate integer-autoregressive process with an application to mutual fund flows ⋮ Multivariate count autoregression ⋮ Statistical analysis of multivariate discrete-valued time series ⋮ Copula-based Markov zero-inflated count time series models with application ⋮ Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
Cites Work
- Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
- Discrete analogues of self-decomposability and stability
- Time series: theory and methods.
- Regression theory for categorical time series
- Modeling for seasonal marked point processes: an analysis of evolving hurricane occurrences
- Finite mixtures of multivariate Poisson distributions with application
- Climate time series analysis. Classical statistical and bootstrap methods
- Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes
- DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES
- Fractional Skellam processes with applications to finance
- Efficient order selection algorithms for integer-valued ARMA processes
- First-order rounded integer-valued autoregressive (RINAR(1)) process
- Long‐Memory Time Series
- An integer-valued pth-order autoregressive structure (INAR(p)) process
- A new look at time series of counts
- Time series formed from the superposition of discrete renewal processes
- Time series models with univariate margins in the convolution-closed infinitely divisible class
- Long-Memory Processes
- A long-memory integer-valued time series model, INARFIMA, for financial application
- Changepoints in the North Atlantic Tropical Cyclone Record
- Long-Range Dependence and Self-Similarity
- MCMC for Integer-Valued ARMA processes
- The Frequency Distribution of the Difference Between Two Poisson Variates Belonging to Different Populations
- Predictive Model Assessment for Count Data
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
