Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones

DOI10.1080/00949655.2021.2019255OpenAlexW4200329953MaRDI QIDQ5086086

No author found.

Publication date: 1 July 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.2019255

zbMATH Keywords

probability generating functionrunsINAR processexpected length of zeros and oneszero-and-one inflated negative binomial distributionzero-and-one inflated Poisson-Lindley distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

A flexible integer-valued AR(1) process: estimation, forecasting and modeling COVID-19 data ⋮ Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• First order non-negative integer valued autoregressive processes with power series innovations
• Zero truncated Poisson integer-valued AR\((1)\) model
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Estimation in nonlinear time series models
• Discrete analogues of self-decomposability and stability
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
• Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations
• True integer value time series
• Poisson-Lindley INAR(1) model with applications
• A zero-inflated geometric INAR(1) process with random coefficient.
• Properties of the zero-and-one inflated Poisson distribution and likelihood-based inference methods
• A zero-and-one inflated Poisson model and its application
• Zero-and-one-inflated Poisson regression model
• First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
• Modeling time series of counts with a new class of INAR(1) model
• THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
• Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros
• An integer-valued pth-order autoregressive structure (INAR(p)) process
• First order autoregressive time series with negative binomial and geometric marginals
• Time Series of Zero‐Inflated Counts and their Coherent Forecasting
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
• First‐order integer valued AR processes with zero inflated poisson innovations
• A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations

This page was built for publication: Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones