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Zero truncated Poisson integer-valued AR(1) model

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  • Hassan Bakouch
  • Miroslav Ristić

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  • Hassan Bakouch & Miroslav Ristić, 2010. "Zero truncated Poisson integer-valued AR(1) model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 72(2), pages 265-280, September.
    • Handle: RePEc:spr:metrik:v:72:y:2010:i:2:p:265-280
    DOI: 10.1007/s00184-009-0252-5
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    References listed on IDEAS

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    1. Tjøstheim, Dag, 1986. "Estimation in nonlinear time series models," Stochastic Processes and their Applications, Elsevier, vol. 21(2), pages 251-273, February.
    2. A. Alzaid & M. Al-Osh, 1993. "Some autoregressive moving average processes with generalized Poisson marginal distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(2), pages 223-232, June.
    3. Rong Zhu & Harry Joe, 2006. "Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(5), pages 725-738, September.
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    Cited by:

    1. Miroslav M. Ristić & Aleksandar S. Nastić & Ana V. Miletić Ilić, 2013. "A geometric time series model with dependent Bernoulli counting series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 466-476, July.
    2. Aleksandar S. Nastić & Petra N. Laketa & Miroslav M. Ristić, 2016. "Random environment integer-valued autoregressive process," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(2), pages 267-287, March.
    3. Irshad, M.R. & Jodrá, P. & Krishna, A. & Maya, R., 2023. "On the discrete analogue of the Teissier distribution and its associated INAR(1) process," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 214(C), pages 227-245.
    4. Katiane Conceição & Marinho Andrade & Francisco Louzada, 2014. "On the zero-modified poisson model: Bayesian analysis and posterior divergence measure," Computational Statistics, Springer, vol. 29(5), pages 959-980, October.

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