A model for integer-valued time series with conditional overdispersion
type: Item
instance of: scholarly article
title: A model for integer-valued time series with conditional overdispersion
zbMATH Open document ID: 1255.62288
author: Haiyan Xu
author: Min Xie
author: Thong Ngee Goh
author: Xiuju Fu
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P10
Mathematics Subject Classification ID: 92C60
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6119818
zbMATH Keywords: overdispersed Poisson
zbMATH Keywords: stationarity
zbMATH Keywords: double Poisson
zbMATH Keywords: generalized Poisson
zbMATH Keywords: negative binomial
MaRDI profile type: Publication
full work available at URL: j.csda.2012.04.011
OpenAlex ID: W1966089916
cites work: ESTIMATING THE ARCH PARAMETERS BY SOLVING LINEAR EQUATIONS
cites work: Weighted Poisson distributions for overdispersion and underdispersion situations
cites work: Overdispersed and underdispersed Poisson generalizations
cites work: Estimating functions for nonlinear time series models
cites work: A Generalization of the Poisson Distribution
cites work: Q4040928
cites work: THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
cites work: Double Exponential Families and Their Use in Generalized Linear Regression
cites work: Integer-Valued GARCH Process
cites work: On some properties of autoregressive conditional Poisson (ACP) models
cites work: A note on overdispersed exponential families
cites work: Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
cites work: Q3127236
cites work: Q4367948
cites work: Modelling time series of counts with overdispersion
cites work: The INARCH(1) Model for Overdispersed Time Series of Counts
cites work: Zero-inflated Poisson model in statistical process control.
cites work: Outlier identification and robust parameter estimation in a zero-inflated Poisson model
cites work: Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations
cites work: A negative binomial integer-valued GARCH model
cites work: Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
cites work: Estimation and testing for a Poisson autoregressive model
DOI: 10.1016/J.CSDA.2012.04.011
description: scientific article; zbMATH DE number 6119818