Testing for zero inflation and overdispersion in INAR(1) models

DOI10.1007/s00362-016-0851-yzbMath1420.62401OpenAlexW2553689140WikidataQ61927780 ScholiaQ61927780MaRDI QIDQ2423193

Christian H. Weiß, Annika Homburg, Pedro Puig

Publication date: 21 June 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0851-y

zbMATH Keywords

overdispersiondispersion indexzero-inflationcount data time seriesdiscrete data modelszero indexes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: hypothesis testing (62M02)

Related Items

Test for Conditional Variance of Integer-Valued Time Series, Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations, A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts, Parameter estimation and diagnostic tests for INMA(1) processes, Testing the compounding structure of the CP-INARCH model, An alternative test for zero modification in the INAR(1) model with Poisson innovations, Unnamed Item, On the performance of information criteria for model identification of count time series, Fisher dispersion index for multivariate count distributions: a review and a new proposal, Inferential aspects of the zero-inflated Poisson INAR(1) process, Model-based INAR bootstrap for forecasting INAR\((p)\) models, Some goodness-of-fit tests for the Poisson distribution with applications in biodosimetry, Modelling counts with state-dependent zero inflation, Mean targeting estimator for the integer-valued GARCH(1, 1) model, Testing for an excessive number of zeros in time series of bounded counts, Time series regression for zero-inflated and overdispersed count data: a functional response model approach, Mixed Poisson INAR(1) processes, Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations

Cites Work

• Unnamed Item
• Detecting over- and under-dispersion in zero inflated data with the hyper-Poisson regression model
• Zero-inflated Poisson and negative binomial integer-valued GARCH models
• Estimation in conditional first order autoregression with discrete support
• Discrete analogues of self-decomposability and stability
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
• Diagnostic checks for integer-valued autoregressive models using expected residuals
• Thinning operations for modeling time series of counts -- a survey
• Validation tests for the innovation distribution in INAR time series models
• First-order random coefficient integer-valued autoregressive processes
• Characterization of count data distributions involving additivity and binomial subsampling
• On the Time-Reversibility of Integer-Valued Autoregressive Processes of General Order
• A geometric time-series model with an alternative dependent Bernoulli counting series
• Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros
• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• A Note on a Test for Poisson Overdispersion
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• A Score Test for Zero Inflation in a Poisson Distribution
• Modelling and coherent forecasting of zero-inflated count time series
• Thinning-based models in the analysis of integer-valued time series: a review
• Integer-valued autoregressive models for counts showing underdispersion
• First‐order integer valued AR processes with zero inflated poisson innovations
• Univariate Discrete Distributions
• Some Limit Theorems for Stationary Processes
• Count Data Distributions
• Some Methods for Strengthening the Common χ 2 Tests
• Detecting overdispersion in INARCH(1) processes