scientific article

zbMath1297.62185MaRDI QIDQ2923459

Isabel M. S. Pereira, Nélia Silva, Maria Eduarda Silva

Publication date: 15 October 2014

Full work available at URL: http://www.ine.pt/revstat/pdf/rs090108.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov chain Monte Carlo algorithmBayesian predictionINAR modelsinteger prediction

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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Coherent forecasting for stationary time series of discrete data ⋮ Zero-Inflated NGINAR(1) process ⋮ Nonstationary INAR(1) process with \(q\)th-order autocorrelation innovation ⋮ Coherent forecasting for over-dispersed time series of count data ⋮ Inference and forecasting for continuous-time integer-valued trawl processes ⋮ Fully observed INAR(1) processes ⋮ A new class of INAR(1) model for count time series ⋮ A Poisson INAR(1) process with a seasonal structure ⋮ A new mixed first-order integer-valued autoregressive process with Poisson innovations ⋮ Modelling of low count heavy tailed time series data consisting large number of zeros and ones ⋮ The combined Poisson INMA\((q)\) models for time series of counts ⋮ Bayesian generalizations of the integer-valued autoregressive model ⋮ Efficient accounting for estimation uncertainty in coherent forecasting of count processes

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