Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data

DOI10.1111/jtsa.12550zbMath1456.62174OpenAlexW3037732170WikidataQ122112913 ScholiaQ122112913MaRDI QIDQ5135325

Unnamed Author, Airlane Pereira Alencar

Publication date: 20 November 2020

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12550

zbMATH Keywords

overdispersiontime series of countsforecastsunderdispersionConway-Maxwell-Poisson distributionCMP-ARMA

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (3)

Type I multivariate zero‐inflated COM–Poisson regression model ⋮ Forecasting the proportion of stored energy using the unit Burr XII quantile autoregressive moving average model ⋮ Conway–Maxwell–Poisson seasonal autoregressive moving average model

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