A Flexible Model for Time Series of Counts with Overdispersion or Underdispersion, Zero-Inflation and Heavy-Tailedness-Reference-Cited by-同舟云学术

A Flexible Model for Time Series of Counts with Overdispersion or Underdispersion, Zero-Inflation and Heavy-Tailedness

Published:2023-03-22 Issue: Volume: Page:
ISSN:2194-6701
Container-title:Communications in Mathematics and Statistics
language:en
Short-container-title:Commun. Math. Stat.

Author:

Qian Lianyong,Zhu Fukang^ORCID

Funder

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s40304-022-00327-1.pdf

Reference32 articles.

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

2. Castillo, J., Pérez-Casany, M.: Overdispersed and underdispersed Poisson generalizations. J. Stat. Plan. Inference 134, 486–500 (2005)

3. Christiou, V., Fokians, K.: Quasi-likelihood inference for negative binomial time series models. J. Time Ser. Anal. 35, 55–78 (2014)

4. Davis, R., Liu, H.: Theory and inference for a class of nonlinear models with application to time series of counts. Stat. Sin. 26, 1673–1707 (2016)

5. Ferland, R., Latour, A., Oraichi, D.: Interger-valued GARCH process. J. Time Ser. Anal. 27, 923–942 (2006)

Cited by 9 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. Negative binomial community network vector autoregression for multivariate integer-valued time series;Applied Mathematical Modelling;2024-10

2. A simple INAR(1) model for analyzing count time series with multiple features;Communications in Statistics - Theory and Methods;2024-02-21

3. A heavy-tailed model for analyzing miRNA-seq raw read counts;Statistical Applications in Genetics and Molecular Biology;2024-01-01

4. Softplus negative binomial network autoregression;Stat;2024-01

5. Hybrid Distribution Separation for Prediction of Heterogeneous Zero-Inflated Time Series;2023 IEEE Intl Conf on Parallel & Distributed Processing with Applications, Big Data & Cloud Computing, Sustainable Computing & Communications, Social Computing & Networking (ISPA/BDCloud/SocialCom/SustainCom);2023-12-21