Binomial thinning models for integer time series

DOI10.1191/1471082X06st114oaOpenAlexW2073052366MaRDI QIDQ4970704

Robert C. Jung, A. R. Tremayne

Publication date: 7 October 2020

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

Full work available at URL: https://doi.org/10.1191/1471082x06st114oa

zbMATH Keywords

parameter estimatestime series of countsassessing dependenceINAR and INMA models

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (17)

Some properties of multivariate INAR(1) processes ⋮ On some periodic INARMA(p,q) models ⋮ A new method of testing for a unit root in the INAR(1) model based on variances ⋮ Useful models for time series of counts or simply wrong ones? ⋮ Random rounded integer-valued autoregressive conditional heteroskedastic process ⋮ A geometric bivariate time series with different marginal parameters ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ On shifted integer-valued autoregressive model for count time series showing equidispersion, underdispersion or overdispersion ⋮ A threshold mixed count time series model: estimation and application ⋮ Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data ⋮ Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale ⋮ Large and moderate deviations for the total population arising from a sub-critical Galton-Watson process with immigration ⋮ Thinning operations for modeling time series of counts -- a survey ⋮ Time-dependent Poisson reduced rank models for political text data analysis ⋮ A bivariate INAR(1) process with application ⋮ A parametric study for the first-order signed integer-valued autoregressive process ⋮ A Time-Series Model for Underdispersed or Overdispersed Counts

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