A note on an integer valued time series model with Poisson–negative binomial marginal distribution

DOI10.1080/03610926.2013.826979zbMath1343.62060OpenAlexW2039621974MaRDI QIDQ2807662

K. K. Jose, K. D. Mariyamma

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.826979

zbMATH Keywords

infinite divisibilityINAR modelscount data modelsdiscrete self-decomposabilityPoisson-negative binomial distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Unnamed Item
• Generalized normal-Laplace AR process
• The combined \(\mathrm{INAR}(p)\) models for time series of counts
• Autoregressive processes with normal-Laplace marginals
• Time series of count data: Modeling, estimation and diagnostics
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Discrete analogues of self-decomposability and stability
• Limiting tail behaviour of some discrete compound distributions
• Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution
• A combined geometric \(INAR(p)\) model based on negative binomial thinning
• First-order random coefficient integer-valued autoregressive processes
• First-order observation-driven integer-valued autoregressive processes
• Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))
• Generalized Laplacian Distributions and Autoregressive Processes
• Generalized Mittag-Leffler Distributions and Processes for Applications in Astrophysics and Time Series Modeling
• The Double Pareto-Lognormal Distribution—A New Parametric Model for Size Distributions
• Brownian–Laplace Motion and Its Use in Financial Modelling
• Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Univariate Discrete Distributions
• On evaluation of the Delaporte distribution and related distributions
• Analysis of the \(M/D/1\)-type queue based on an integer-valued first-order autoregressive process

This page was built for publication: A note on an integer valued time series model with Poisson–negative binomial marginal distribution