State-space models for count time series with excess zeros

DOI10.1177/1471082X14535530MaRDI QIDQ4971405

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Publication date: 12 October 2020

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

zbMATH Keywords

overdispersionstate-space modelsautocorrelationparticle methodszero-inflationintervention analysisinterrupted time series

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (9)

Dynamic model averaging adapted to dynamic regression models for time series of counts ⋮ Zero-modified count time series with Markovian intensities ⋮ Estimation of zero-inflated parameter-driven models via data cloning ⋮ Parameter-driven state-space model for integer-valued time series with application ⋮ Zero-inflated count time series models using Gaussian copula ⋮ Testing for an excessive number of zeros in time series of bounded counts ⋮ Time series regression for zero-inflated and overdispersed count data: a functional response model approach ⋮ Copula-based Markov zero-inflated count time series models with application ⋮ A Time-Series Model for Underdispersed or Overdispersed Counts

Uses Software

• astsa

Cites Work

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