Thinning-based models in the analysis of integer-valued time series: a review

MG Scotto, CH Weiss, S Gouveia - Statistical Modelling, 2015 - journals.sagepub.com
This article aims at providing a comprehensive survey of recent developments in the field of
integer-valued time series modelling, paying particular attention to models obtained as …

Z-valued time series: Models, properties and comparison

Q Li, H Chen, F Zhu - Journal of Statistical Planning and Inference, 2024 - Elsevier
This paper devotes to give a comprehensive review of Z-valued time series models, which
allow negative autocorrelations besides positive autocorrelations. Z-valued versions of …

Beta–negative binomial auto-regressions for modelling integer-valued time series with extreme observations

P Gorgi - Journal of the Royal Statistical Society Series B …, 2020 - academic.oup.com
The paper introduces a general class of heavy-tailed auto-regressions for modelling integer-
valued time series with outliers. The specification proposed is based on a heavy-tailed …

[HTML][HTML] False alarm moderation for performance monitoring in industrial water distribution systems

H Hashim, E Clifford, PC Ryan - Advanced Engineering Informatics, 2022 - Elsevier
While considerable attention has been given to data driven methods that analyse and
control energy systems in buildings, the same cannot be said for building water systems. As …

A multiplicative thinning‐based integer‐valued GARCH model

A Aknouche, MG Scotto - Journal of Time Series Analysis, 2024 - Wiley Online Library
In this article, we introduce a multiplicative integer‐valued time series model, which is
defined as the product of a unit‐mean integer‐valued independent and identically …

Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies

Y Kharin, V Voloshko - Journal of Multivariate Analysis, 2021 - Elsevier
A topical problem of robust statistical estimation of parameters for binomial conditionally
nonlinear autoregressive (BiCNAR) time series under innovation outliers is considered. This …

Binomial AR (1) processes with innovational outliers

H Chen, Q Li, F Zhu - Communications in Statistics-Theory and …, 2021 - Taylor & Francis
Binomial integer-valued AR processes have been well studied in the literature, but there is
little progress in modeling bounded integer-valued time series with outliers. In this paper, we …

Tests for structural changes in time series of counts

Š Hudecová, M Hušková… - Scandinavian Journal of …, 2017 - Wiley Online Library
We propose methods for detecting structural changes in time series with discrete‐valued
observations. The detector statistics come in familiar L2‐type formulations incorporating the …

Robust estimate for count time series using GLARMA models: An application to environmental and epidemiological data

AJA Camara, VA Reisen, P Bondon - Applied Mathematical Modelling, 2025 - Elsevier
Abstract The Generalized Linear Autoregressive Moving Average (GLARMA) model has
been used in epidemiological studies to evaluate the impact of air pollutants on health. Due …

Tests for time series of counts based on the probability-generating function

Š Hudecová, M Hušková, SG Meintanis - Statistics, 2015 - Taylor & Francis
We propose testing procedures for the hypothesis that a given set of discrete observations
may be formulated as a particular time series of counts with a specific conditional law. The …