Markov zero-inflated Poisson regression models for a time series of counts with excess zeros
From MaRDI portal
Publication:4540893
DOI10.1080/02664760120047951zbMath0991.62064OpenAlexW2081978207MaRDI QIDQ4540893
Publication date: 28 July 2002
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760120047951
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
Related Items
State-space models for count time series with excess zeros ⋮ Zero-modified count time series with Markovian intensities ⋮ Markov regression models for count time series with excess zeros: a partial likelihood approach ⋮ Modelling and coherent forecasting of zero-inflated count time series ⋮ Copula-based Markov zero-inflated count time series models with application ⋮ Modeling road traffic crashes with zero-inflation and site-specific random effects
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov Regression Models for Time Series: A Quasi-Likelihood Approach
- A regression model for time series of counts
- Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing
- Markov Poisson regression models for discrete time series. Part 1: Methodology
- Markov Poisson regression models for discrete time series. Part 2: Applications
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains