Thinning operations for modeling time series of counts -- a survey
type: Item
instance of: scholarly article
title: Thinning operations for modeling time series of counts -- a survey
zbMATH Open document ID: 1477.62256
author: Christian H. Weiß
published in: AStA. Advances in Statistical Analysis
publication date: 2020-10-12T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 7259131
zbMATH Keywords: thinning operations
zbMATH Keywords: binomial thinning
zbMATH Keywords: count time series
zbMATH Keywords: INAR(1) models
describes a project that uses: itsmr
MaRDI profile type: Publication
full work available at URL: s10182-008-0072-3
OpenAlex ID: W2147545132
cites work: First order autoregressive time series with negative binomial and geometric marginals
cites work: FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
cites work: Integer-valued moving average (INMA) process
cites work: Binomial autoregressive moving average models
cites work: First-Order Integer-Valued Autoregressive (INAR (1)) Process: Distributional and Regression Properties
cites work: An integer-valued pth-order autoregressive structure (INAR(p)) process
cites work: Some autoregressive moving average processes with generalized Poisson marginal distributions
cites work: Estimation in integer-valued moving average models
cites work: GENERALIZED INTEGER-VALUED AUTOREGRESSION
cites work: Introduction to Time Series and Forecasting
cites work: Q4845495
cites work: Q4040928
cites work: A new urn model with predetermined strategy
cites work: Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes
cites work: Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
cites work: Difference Equations for the Higher Order Moments and Cumulants of the INAR(p) Model
cites work: Q4837997
cites work: THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
cites work: Q5538132
cites work: Analysis of low count time series data by poisson autoregression
cites work: Asymptotic properties of CLS estimators in the Poisson AR(1) model
cites work: Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
cites work: Unit root testing in integer-valued AR(1) models
cites work: Estimation theory for growth and immigration rates in a multiplicative process
cites work: Time series models with univariate margins in the convolution-closed infinitely divisible class
cites work: Testing for serial dependence in time series models of counts
cites work: Binomial thinning models for integer time series
cites work: Estimation in conditional first order autoregression with discrete support
cites work: Time series of count data: Modeling, estimation and diagnostics
cites work: Q3149660
cites work: The jackknife and the bootstrap for general stationary observations
cites work: Adaptive Thresholds
cites work: Existence and Stochastic Structure of a Non-negative Integer-valued Autoregressive Process
cites work: Q4864761
cites work: Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
cites work: Q3027997
cites work: Some ARMA models for dependent sequences of poisson counts
cites work: Q4416762
cites work: Discrete analogues of self-decomposability and stability
cites work: Inference for pth-order random coefficient integer-valued autoregressive processes
cites work: First-order random coefficient integer-valued autoregressive processes
cites work: A New Type of Discrete Self-Decomposability and Its Application to Continuous-Time Markov Processes for Modeling Count Data Time Series
cites work: Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
DOI: 10.1007/S10182-008-0072-3
description: scientific article; zbMATH DE number 7259131