A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations

DOI10.1080/02664763.2021.1993798OpenAlexW3207029059MaRDI QIDQ6099329

G. Tzougas, Zezhun Chen, Angelos Dassios

Publication date: 19 June 2023

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2021.1993798

zbMATH Keywords

maximum likelihood estimationoverdispersionmixed Poisson distributioncount data time seriesbinomial-mixed Poisson INAR(1) models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Hawkes and INAR(\(\infty\)) processes
• A Poisson INAR(1) model with serially dependent innovations
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Useful models for time series of counts or simply wrong ones?
• Thinning operations for modeling time series of counts -- a survey
• First-order random coefficient integer-valued autoregressive processes
• Maximum likelihood estimation of higher-order integer-valued autoregressive processes
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Thinning-based models in the analysis of integer-valued time series: a review
• Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
• EM Algorithm for Mixed Poisson and Other Discrete Distributions

This page was built for publication: A first-order binomial-mixed Poisson integer-valued autoregressive model with serially dependent innovations