Poisson–geometric INAR(1) process for modeling count time series with overdispersion

DOI10.1111/stan.12082zbMath1528.62043MaRDI QIDQ6085831

Marcelo Bourguignon

Publication date: 12 December 2023

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

estimationasymptotic normalityPoisson distributiongeometric distributioninteger-valued time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (2)

Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion ⋮ QMLE of periodic integer-valued time series models

Cites Work

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• A geometric time series model with dependent Bernoulli counting series
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• First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
• Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First‐order integer valued AR processes with zero inflated poisson innovations

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