An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion
- 29 April 2017
- journal article
- research article
- Published by Springer Nature in TEST
- Vol. 26 (4) , 847-868
Abstract
No abstract availableKeywords
This publication has 25 references indexed in Scilit:
- Under-reported data analysis with INAR-hidden Markov chainsStatistics in Medicine, 2016
- A Poisson INAR(1) process with a seasonal structureJournal of Statistical Computation and Simulation, 2015
- First order non-negative integer valued autoregressive processes with power series innovationsBrazilian Journal of Probability and Statistics, 2015
- First‐order integer valued AR processes with zero inflated poisson innovationsJournal of Time Series Analysis, 2012
- Zero truncated Poisson integer-valued AR(1) modelMetrika, 2009
- A first–passage time random walk distribution with five transition probabilities: a generalization of the shifted inverse trinomialAnnals of the Institute of Statistical Mathematics, 2006
- Univariate Discrete Distributions2005
- Theory & Methods: Non‐Gaussian Conditional Linear AR(1) ModelsAustralian & New Zealand Journal of Statistics, 2000
- THE INTEGER‐VALUED AUTOREGRESSIVE (INAR(p)) MODELJournal of Time Series Analysis, 1991
- FIRST‐ORDER INTEGER‐VALUED AUTOREGRESSIVE (INAR(1)) PROCESSJournal of Time Series Analysis, 1987