Efficient accounting for estimation uncertainty in coherent forecasting of count processes-Reference-Cited by-同舟云学术

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Efficient accounting for estimation uncertainty in coherent forecasting of count processes

Published:2021-02-15 Issue: Volume: Page:1-22
ISSN:0266-4763
Container-title:Journal of Applied Statistics
language:en
Short-container-title:Journal of Applied Statistics

Author:

Weiß Christian H.¹^ORCID,Homburg Annika¹^ORCID,Alwan Layth C.²^ORCID,Frahm Gabriel¹^ORCID,Göb Rainer³

Affiliation:

1. Department of Mathematics and Statistics, Helmut Schmidt University, Hamburg, Germany

2. Sheldon B. Lubar School of Business, University of Wisconsin-Milwaukee, Milwaukee, WI, USA

3. Institute of Mathematics, Department of Statistics, University of Würzburg, Würzburg, Germany

Funder

Deutsche Forschungsgemeinschaft

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/02664763.2021.1887104

Reference26 articles.

1. A geometric minification integer-valued autoregressive model

2. Maximum likelihood estimation of higher-order integer-valued autoregressive processes

3. Forecasting discrete valued low count time series

Cited by 2 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. PMF Forecasting for Count Processes: A Comprehensive Performance Analysis;Contributions to Statistics;2023

2. 3:A SUE-Poisson INARCH(1) Model;2022 The 6th International Conference on Compute and Data Analysis;2022-02-25

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