An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion
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DOI: 10.1007/s11749-017-0536-4
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- Harvey, Andrew C & Fernandes, C, 1989. "Time Series Models for Count or Qualitative Observations," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 407-417, October.
- Robert Jung & A. Tremayne, 2011. "Useful models for time series of counts or simply wrong ones?," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(1), pages 59-91, March.
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- Schweer, Sebastian & Weiß, Christian H., 2014. "Compound Poisson INAR(1) processes: Stochastic properties and testing for overdispersion," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 267-284.
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Cited by:
- Marcelo Bourguignon & Rodrigo M. R. Medeiros, 2022. "A simple and useful regression model for fitting count data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 790-827, September.
- Kai Yang & Yao Kang & Dehui Wang & Han Li & Yajing Diao, 2019. "Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(7), pages 863-889, October.
- Emrah Altun & Naushad Mamode Khan, 2022. "Modelling with the Novel INAR(1)-PTE Process," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1735-1751, September.
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Keywords
INAR(1) process; Bernoulli distribution; Geometric distribution; Integer-valued time series; Binomial thinning; Negative binomial thinning;All these keywords.
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