Coherent forecasting for over-dispersed time series of count data

DOI10.1214/14-BJPS244zbMath1332.62361MaRDI QIDQ890271

Raju Maiti, Atanu Biswas

Publication date: 10 November 2015

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1442513444

zbMATH Keywords

probability generating functiongeometric distributioncoherent forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (6)

Some estimation and forecasting procedures in Possion-Lindley INAR(1) process ⋮ A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases ⋮ Control charts based on dependent count data with deflation or inflation of zeros ⋮ Forecasting overdispersed INAR(1) count time series with negative binomial marginal ⋮ A geometric minification integer-valued autoregressive model ⋮ Bayesian estimation using (Linex) for generalized power function distribution

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• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• First‐order integer valued AR processes with zero inflated poisson innovations

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