Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes

Published:2019-04-19 Issue:7 Volume:82 Page:863-889
ISSN:0026-1335
Container-title:Metrika
language:en
Short-container-title:Metrika

Author:

Yang Kai,Kang Yao,Wang Dehui^ORCID,Li Han,Diao Yajing

Funder

National Natural Science Foundation of China

National Social Science Foundation of China

Natural Science Foundation of Jilin Province

Program for Changbaishan Scholars of Jilin Province

Science and Technology Program of Jilin Educational Department during the “13th Five-Year” Plan Period

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00184-019-00714-9.pdf

Reference33 articles.

1. Al-Osh MA, Alzaid AA (1987) First-order integer-valued autoregressive (INAR(1)) process. J Time Ser Anal 8:261–275

2. Alzahrani N, Neal P, Spencer SEF, McKinley TJ, Touloupou P (2018) Model selection for time series of count data. Comput Stat Data Anal 122:33–44

3. Billingsley P (1961) Statistical inference for Markov processes. The University of Chicago Press, Chicago

4. Bourguignon M, Weiß CH (2017) An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion. Test 26:847–868

5. Chen CWS, Lee S (2017) Bayesian causality test for integer-valued time series models with applications to climate and crime data. J R Stat Soc Ser C 66:797–814

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. INAR(1) process with weighted negative binomial Lindley distributed innovations and applications to criminal and COVID-19 data;Communications in Statistics - Simulation and Computation;2024-04-15

2. Self-exciting threshold -valued autoregressive processes for non-stationary time series of counts;Statistics;2024-03-03

3. On MCMC sampling in random coefficients self-exciting integer-valued threshold autoregressive processes;Journal of Statistical Computation and Simulation;2023-07-17

4. A threshold modeling for nonlinear time series of counts: application to COVID-19 data;TEST;2023-06-14

5. Integer-Valued HAR(p) model with Poisson distribution for forecasting IPO volumes;Communications for Statistical Applications and Methods;2023-05-31

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3