Modelling time series of counts with overdispersion
From MaRDI portal
Publication:257536
DOI10.1007/s10260-008-0108-6zbMath1332.62348OpenAlexW2133454617MaRDI QIDQ257536
Publication date: 17 March 2016
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-008-0108-6
Related Items (44)
Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion ⋮ Change Detection in INARCH Time Series of Counts ⋮ Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes ⋮ Detection of excessive activities in time series of graphs ⋮ Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion ⋮ Useful models for time series of counts or simply wrong ones? ⋮ On conditional maximum likelihood estimation for INGARCH\((p,q)\) models ⋮ Bivariate binomial autoregressive models ⋮ Softplus INGARCH Model ⋮ A Goodness‐of‐Fit Test for Integer‐Valued Autoregressive Processes ⋮ Robust closed-form estimators for the integer-valued GARCH(1,1) model ⋮ Generalized Poisson autoregressive models for time series of counts ⋮ Signed compound poisson integer-valued GARCH processes ⋮ Filtering and smoothing formulas of AR(p)-modulated Poisson processes ⋮ Testing the compounding structure of the CP-INARCH model ⋮ A model for integer-valued time series with conditional overdispersion ⋮ INARCH(1) processes: Higher-order moments and jumps ⋮ Modeling time series of counts with COM-Poisson INGARCH models ⋮ Detecting overdispersion in INARCH(1) processes ⋮ Poisson–geometric INAR(1) process for modeling count time series with overdispersion ⋮ Robust estimation for zero-inflated poisson autoregressive models based on density power divergence ⋮ Doubly-inflated Poisson INGARCH models for count time series ⋮ Checking model adequacy for count time series by using Pearson residuals ⋮ Periodic negative binomial INGARCH(1, 1) model ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A generalized mixture integer-valued GARCH model ⋮ Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models ⋮ Zero-inflated Poisson and negative binomial integer-valued GARCH models ⋮ Inference and testing for structural change in general Poisson autoregressive models ⋮ Autoregressive conditional negative binomial model applied to over-dispersed time series of counts ⋮ Order shrinkage and selection for the INGARCH(p,q) model ⋮ Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations ⋮ A mixture integer-valued ARCH model ⋮ Parameter change test for zero-inflated generalized Poisson autoregressive models ⋮ Zero-inflated compound Poisson distributions in integer-valued GARCH models ⋮ The INARCH(1) Model for Overdispersed Time Series of Counts ⋮ Modelling interventions in INGARCH processes ⋮ A negative binomial integer-valued GARCH model ⋮ Detection of Changes in INAR Models ⋮ Flexible and Robust Mixed Poisson INGARCH Models ⋮ Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes ⋮ Inference for nonstationary time series of counts with application to change-point problems ⋮ Infinitely Divisible Distributions in Integer‐Valued Garch Models
Cites Work
This page was built for publication: Modelling time series of counts with overdispersion
