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Analysis of low count time series data by poisson autoregression

Citations

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Cited by:

  1. Ruijun Bu & Kaddour Hadri & Brendan McCabe, 2006. "Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes," Working Papers 200619, University of Liverpool, Department of Economics.
  2. Feike C. Drost & Ramon Van Den Akker & Bas J. M. Werker, 2008. "Local asymptotic normality and efficient estimation for INAR(p) models," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 783-801, September.
  3. Baena-Mirabete, S. & Puig, P., 2020. "Computing probabilities of integer-valued random variables by recurrence relations," Statistics & Probability Letters, Elsevier, vol. 161(C).
  4. Giulia Carallo & Roberto Casarin & Christian P. Robert, 2020. "Generalized Poisson Difference Autoregressive Processes," Papers 2002.04470, arXiv.org.
  5. Šárka Hudecová & Marie Hušková & Simos G. Meintanis, 2021. "Goodness–of–Fit Tests for Bivariate Time Series of Counts," Econometrics, MDPI, vol. 9(1), pages 1-20, March.
  6. Manik Awale & N. Balakrishna & T. V. Ramanathan, 2019. "Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model," Statistical Papers, Springer, vol. 60(5), pages 1515-1539, October.
  7. Francesco Bravo, 2011. "Comment on: Subsampling weakly dependent time series and application to extremes," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 483-486, November.
  8. Christian H. Weiß, 2012. "Fully observed INAR(1) processes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(3), pages 581-598, July.
  9. Feike C. Drost & Ramon van den Akker & Bas J. M. Werker, 2009. "Efficient estimation of auto‐regression parameters and innovation distributions for semiparametric integer‐valued AR(p) models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(2), pages 467-485, April.
  10. Isabel Silva & M. Eduarda Silva & Isabel Pereira & Nélia Silva, 2005. "Replicated INAR(1) Processes," Methodology and Computing in Applied Probability, Springer, vol. 7(4), pages 517-542, December.
  11. B.P.M. McCabe & G.M. Martin, 2003. "Coherent Predictions of Low Count Time Series," Monash Econometrics and Business Statistics Working Papers 8/03, Monash University, Department of Econometrics and Business Statistics.
  12. Jowaheer, Vandna & Sutradhar, Brajendra, 2009. "GMM versus GQL inferences for panel count data," Statistics & Probability Letters, Elsevier, vol. 79(18), pages 1928-1934, September.
  13. Christian Weiß, 2008. "Thinning operations for modeling time series of counts—a survey," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(3), pages 319-341, August.
  14. Kai Yang & Han Li & Dehui Wang & Chenhui Zhang, 2021. "Random coefficients integer-valued threshold autoregressive processes driven by logistic regression," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 105(4), pages 533-557, December.
  15. Borges, Patrick & Molinares, Fabio Fajardo & Bourguignon, Marcelo, 2016. "A geometric time series model with inflated-parameter Bernoulli counting series," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 264-272.
  16. Timothy Christensen & Stan Hurn & Kenneth Lindsay, 2009. "It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 25-48.
  17. M. Kachour & J. F. Yao, 2009. "First‐order rounded integer‐valued autoregressive (RINAR(1)) process," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(4), pages 417-448, July.
  18. Muhammed Rasheed Irshad & Christophe Chesneau & Veena D’cruz & Naushad Mamode Khan & Radhakumari Maya, 2022. "Bivariate Poisson 2Sum-Lindley Distributions and the Associated BINAR(1) Processes," Mathematics, MDPI, vol. 10(20), pages 1-24, October.
  19. Christian Weiß, 2015. "A Poisson INAR(1) model with serially dependent innovations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(7), pages 829-851, October.
  20. Feigin, Paul D. & Gould, Phillip & Martin, Gael M. & Snyder, Ralph D., 2008. "Feasible parameter regions for alternative discrete state space models," Statistics & Probability Letters, Elsevier, vol. 78(17), pages 2963-2970, December.
  21. Bisaglia, Luisa & Canale, Antonio, 2016. "Bayesian nonparametric forecasting for INAR models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 70-78.
  22. repec:tiu:tiutis:6b90fe6f-4de9-4192-9f4d-99ae9220af75 is not listed on IDEAS
  23. Weiß Christian & Scherer Lukas & Aleksandrov Boris & Feld Martin, 2020. "Checking Model Adequacy for Count Time Series by Using Pearson Residuals," Journal of Time Series Econometrics, De Gruyter, vol. 12(1), pages 1-15, January.
  24. Ruijun Bu & Brendan McCabe & Kaddour Hadri, 2008. "Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 973-994, November.
  25. McCabe, B.P.M. & Martin, G.M., 2005. "Bayesian predictions of low count time series," International Journal of Forecasting, Elsevier, vol. 21(2), pages 315-330.
  26. Moizes Melo & Airlane Alencar, 2020. "Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(6), pages 830-857, November.
  27. Huaping Chen & Fukang Zhu & Xiufang Liu, 2022. "A New Bivariate INAR(1) Model with Time-Dependent Innovation Vectors," Stats, MDPI, vol. 5(3), pages 1-22, August.
  28. Layth C. Alwan & Christian H. Weiß, 2017. "INAR implementation of newsvendor model for serially dependent demand counts," International Journal of Production Research, Taylor & Francis Journals, vol. 55(4), pages 1085-1099, February.
  29. Zezhun Chen & Angelos Dassios & George Tzougas, 2023. "Multivariate mixed Poisson Generalized Inverse Gaussian INAR(1) regression," Computational Statistics, Springer, vol. 38(2), pages 955-977, June.
  30. 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.
  31. 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.
  32. Han Li & Zijian Liu & Kai Yang & Xiaogang Dong & Wenshan Wang, 2024. "A pth-order random coefficients mixed binomial autoregressive process with explanatory variables," Computational Statistics, Springer, vol. 39(5), pages 2581-2604, July.
  33. Shengqi Tian & Dehui Wang & Shuai Cui, 2020. "A seasonal geometric INAR process based on negative binomial thinning operator," Statistical Papers, Springer, vol. 61(6), pages 2561-2581, December.
  34. Bu, Ruijun & McCabe, Brendan, 2008. "Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach," International Journal of Forecasting, Elsevier, vol. 24(1), pages 151-162.
  35. Brajendra C. Sutradhar, 2008. "On forecasting counts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 109-129.
  36. Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007. "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers 4/07, Monash University, Department of Econometrics and Business Statistics.
  37. 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.
  38. T M Christensen & A. S. Hurn & K A Lindsay, 2008. "Discrete time-series models when counts are unobservable," NCER Working Paper Series 35, National Centre for Econometric Research.
  39. Christian H. Weiß & Martin H.-J. M. Feld & Naushad Mamode Khan & Yuvraj Sunecher, 2019. "INARMA Modeling of Count Time Series," Stats, MDPI, vol. 2(2), pages 1-37, June.
  40. Bu Hyoung Lee, 2022. "Bootstrap Prediction Intervals of Temporal Disaggregation," Stats, MDPI, vol. 5(1), pages 1-13, February.
  41. Chigozie E. Utazi, 2017. "Bayesian Single Changepoint Estimation in a Parameter-driven Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(3), pages 765-779, September.
  42. Federico Bassetti & Giulia Carallo & Roberto Casarin, 2022. "First-order integer-valued autoregressive processes with Generalized Katz innovations," Papers 2202.02029, arXiv.org.
  43. Feilong Lu & Dehui Wang, 2022. "A new estimation for INAR(1) process with Poisson distribution," Computational Statistics, Springer, vol. 37(3), pages 1185-1201, July.
  44. José M. R. Murteira & Mário A. G. Augusto, 2017. "Hurdle models of repayment behaviour in personal loan contracts," Empirical Economics, Springer, vol. 53(2), pages 641-667, September.
  45. Wagner Barreto-Souza, 2015. "Zero-Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(6), pages 839-852, November.
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