A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations

DOI10.1080/03610918.2020.1864644OpenAlexW3123336166MaRDI QIDQ6171522

M. Sharafi, Atefeh Zamani, Zahra Sajjadnia

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1864644

zbMATH Keywords

INAR(1) processbinomial thinning operatorPoisson Lindley distributionzero-modified Poisson-Lindley distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Zero-and-one inflated Poisson–Lindley INAR(1) process for modelling count time series with extra zeros and ones ⋮ Zero-modified count time series with Markovian intensities

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Zero-truncated Poisson-Lindley distribution and its application
• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
• Discrete analogues of self-decomposability and stability
• Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion
• True integer value time series
• Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
• Poisson-Lindley INAR(1) model with applications
• Regression theory for categorical time series
• Modelling time series of counts with deflation or inflation of zeros
• Stochastic processes: Modelling and simulation
• Inferential aspects of the zero-inflated Poisson INAR(1) process
• Mixed Poisson INAR(1) processes
• First-order random coefficient integer-valued autoregressive processes
• Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros
• Estimation methods for the discrete Poisson–Lindley distribution
• Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
• First order autoregressive time series with negative binomial and geometric marginals
• An Introduction to Discrete‐Valued Time Series
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• A p-Order signed integer-valued autoregressive (SINAR(p)) model
• Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion
• First‐order integer valued AR processes with zero inflated poisson innovations

This page was built for publication: A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations