Count Data Time Series Models Based on Expectation Thinning
DOI10.1080/15326349.2010.498318zbMath1209.62205OpenAlexW1971991994MaRDI QIDQ3161159
Publication date: 12 October 2010
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2010.498318
overdispersionautoregressivesojourn timebirth-death processcontinuous-time Markov processgeneralized discrete self-decomposabilityself-generalizability
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Characterization and structure theory of statistical distributions (62E10) Continuous-time Markov processes on discrete state spaces (60J27)
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Cites Work
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