Count Time Series: A Methodological Review

DOI10.1080/01621459.2021.1904957zbMath1510.62356OpenAlexW3137656297MaRDI QIDQ6044640

Richard A. Davis, Konstantinos Fokianos, Joe, Harry, Scott H. Holan, James Livsey, Ravishanker, Nalini, Robert B. Lund, Vladas Pipiras

Publication date: 22 May 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2021.1904957

zbMATH Keywords

time seriesPoisson distributionstate-space modelsautocorrelationcount negative binomial distribution

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items

Observation-driven models for discrete-valued time series, Asymptotic behaviour of the portmanteau tests in an integer-valued AR model, Seasonal count time series, On quasi Pólya thinning operator, A novel geometric AR(1) model and its estimation, Space-time Integer-valued ARMA modelling for time series of counts, Optimal estimating function for weak location‐scale dynamic models, A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application, \( \mathbb{Z} \)-valued time series: models, properties and comparison, On MCMC sampling in self-exciting integer-valued threshold time series models, On the extremes of the max-INAR(1) process for time series of counts

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