A new look at time series of counts
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Cited by:
- Tianqing Liu & Xiaohui Yuan, 2013. "Random rounded integer-valued autoregressive conditional heteroskedastic process," Statistical Papers, Springer, vol. 54(3), pages 645-683, August.
- Dag Tjøstheim, 2012. "Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 413-438, September.
- Hee-Young Kim & Christian H. Weiß & Tobias A. Möller, 2020. "Models for autoregressive processes of bounded counts: How different are they?," Computational Statistics, Springer, vol. 35(4), pages 1715-1736, December.
- Veraart, Almut E.D., 2019. "Modeling, simulation and inference for multivariate time series of counts using trawl processes," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 110-129.
- Fokianos, Konstantinos & Tjøstheim, Dag, 2011. "Log-linear Poisson autoregression," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 563-578, March.
- Ole E. Barndorff-Nielsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart, 2014.
"Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes,"
Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(3), pages 693-724, September.
- Barndorff-Nielsen, Ole E. & Lunde, Asger & Shephard, Neil & Veraart, Almut E.D., 2014. "Integer-valued trawl processes: A class of stationary infinitely divisible processes," Scholarly Articles 34650304, Harvard University Department of Economics.
- Kirchner, Matthias & Torrisi, Giovanni Luca, 2023. "Fluctuations and precise deviations of cumulative INAR time series," Stochastic Processes and their Applications, Elsevier, vol. 164(C), pages 1-32.
- Wagner Barreto‐Souza & Hernando Ombao, 2022. "The negative binomial process: A tractable model with composite likelihood‐based inference," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(2), pages 568-592, June.
- Cui, Yunwei & Lund, Robert, 2010. "Inference in binomial models," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1985-1990, December.
- Scotto, Manuel G. & Weiß, Christian H. & Silva, Maria Eduarda & Pereira, Isabel, 2014. "Bivariate binomial autoregressive models," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 233-251.
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