An \(\mathrm{INAR}(1)\) process for modeling count time series with equidispersion, underdispersion and overdispersion

DOI10.1007/s11749-017-0536-4OpenAlexW2609370467MaRDI QIDQ1694487

Christian H. Weiß, Marcelo Bourguignon

Publication date: 2 February 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-017-0536-4

zbMATH Keywords

geometric distributionBernoulli distributionbinomial thinningnegative binomial thinninginteger-valued time series\(\mathrm{INAR}(1)\) process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (13)

Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion ⋮ On periodic integer-valued moving average (INMA (q)) models ⋮ QMLE of periodic integer-valued time series models ⋮ A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts ⋮ Modelling with the novel INAR(1)-PTE process ⋮ Fractional approaches for the distribution of innovation sequence of INAR(1) processes ⋮ Extended binomial AR(1) processes with generalized binomial thinning operator ⋮ On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion ⋮ A New Generalization of Geometric Distribution with Properties and Applications ⋮ A mixed generalized Poisson INAR model with applications ⋮ A new geometric INAR(1) process based on counting series with deflation or inflation of zeros ⋮ A simple and useful regression model for fitting count data ⋮ Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes

Uses Software

• R

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