Optimal Alarm Systems for Count Processes
From MaRDI portal
Publication:5494950
DOI10.1080/03610920802082474zbMath1292.62129OpenAlexW2042621955MaRDI QIDQ5494950
Isabel M. S. Pereira, Magda Monteiro, Manuel G. Scotto
Publication date: 30 July 2014
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10773/4430
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Stochastic models in economics (91B70)
Related Items
On periodic integer-valued moving average (INMA (q)) models ⋮ Integer-Valued Self-Exciting Threshold Autoregressive Processes ⋮ Alarm system for insurance companies: a strategy for capital allocation ⋮ Integer-valued autoregressive processes with periodic structure ⋮ Alarm systems and catastrophes from a diverse point of view ⋮ Thinning-based models in the analysis of integer-valued time series: a review
Cites Work
- Least-squares estimation for bifurcating autoregressive processes
- Optimal prediction of level crossings in Gaussian processes and sequences
- Model processes in nonlinear prediction with application to detection and alarm
- Optimal prediction of catastrophes with applications to Gaussian processes
- Prediction from a random time point
- Measuring the health effects of air pollution: To what extent can we really say that people are dying from bad air?
- Individual effects and dynamics in count data models.
- Optimal alarm systems for autoregressive processes. A Bayesian approach
- Replicated INAR(1) processes
- First-order random coefficient integer-valued autoregressive processes
- Stationary solutions for integer-valued autoregressive processes
- Estimation in integer-valued moving average models
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Inference for pth-order random coefficient integer-valued autoregressive processes
- Bivariate Time Series Modeling of Financial Count Data
- Integer-valued moving average (INMA) process
- Explicit stationary distributions for some galton-watson processes with immigration
- GENERALIZED INTEGER-VALUED AUTOREGRESSION
- Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
- OPTIMAL PREDICTION OF CATASTROPHES IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
- A Bayesian Approach to Event Prediction
- MCMC for Integer-Valued ARMA processes
- Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
- Analysis of the \(M/D/1\)-type queue based on an integer-valued first-order autoregressive process
