Modeling zero inflation in count data time series with bounded support

DOI10.1007/s11009-017-9577-0zbMath1450.62113OpenAlexW2738473336MaRDI QIDQ1657807

Christian H. Weiß, Tobias A. Möller, Andrei Sirchenko, Hee-Young Kim

Publication date: 14 August 2018

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-017-9577-0

zbMATH Keywords

hidden Markov modelMarkov modelbinomial distributioncount data time serieszero inflation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stationary stochastic processes (60G10) Markov processes: estimation; hidden Markov models (62M05) Stochastic models in economics (91B70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Uses Software

• R
• pscl

Cites Work

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