Modelling counts with state-dependent zero inflation

DOI10.1177/1471082X18800514MaRDI QIDQ3386460

Christian H. Weiß, Tobias A. Möller, Hee-Young Kim

Publication date: 4 January 2021

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

zbMATH Keywords

count datastate dependencecount time serieszero inflationunderreporting

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Computing (Bivariate) Poisson Moments Using Stein–Chen Identities ⋮ Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data ⋮ Zero-inflated binomial integer-valued ARCH models for time series ⋮ Modelling and monitoring of INAR(1) process with geometrically inflated Poisson innovations

Cites Work

• Modeling zero inflation in count data time series with bounded support
• Testing for zero inflation and overdispersion in INAR(1) models
• Connections of the Poisson weight function to overdispersion and underdispersion
• The Use of a Mixture Model in the Analysis of Count Data
• Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
• Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
• A Score Test for Zero Inflation in a Poisson Distribution
• Binomial AR(1) processes: moments, cumulants, and estimation
• Univariate Discrete Distributions
• Hidden Markov Models for Time Series

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