Z-valued time series: Models, properties and comparison
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 …
allow negative autocorrelations besides positive autocorrelations. Z-valued versions of …
A systematic review of INGARCH models for integer-valued time series
M Liu, F Zhu, J Li, C Sun - Entropy, 2023 - mdpi.com
Count time series are widely available in fields such as epidemiology, finance, meteorology,
and sports, and thus there is a growing demand for both methodological and application …
and sports, and thus there is a growing demand for both methodological and application …
Soft-clipping INGARCH models for time series of bounded counts
The soft-clipping binomial INGARCH (scBINGARCH) models are proposed as time series
models for bounded counts, which have a nearly linear structure and also allow for negative …
models for bounded counts, which have a nearly linear structure and also allow for negative …
Ordinal time series forecasting of the air quality index
CWS Chen, LM Chiu - Entropy, 2021 - mdpi.com
This research models and forecasts daily AQI (air quality index) levels in 16 cities/counties of
Taiwan, examines their AQI level forecast performance via a rolling window approach over a …
Taiwan, examines their AQI level forecast performance via a rolling window approach over a …
Bayesian analysis for an improved mixture binomial autoregressive model with applications to rainy-days and air quality level data
Y Kang, F Lu, S Wang - Stochastic Environmental Research and Risk …, 2024 - Springer
Non-negative integer-valued time series with a finite range are sometimes suffered in
environmental science, such as the weekly number of rainy-days in European cities …
environmental science, such as the weekly number of rainy-days in European cities …
Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
Y Kang, S Wang, D Wang, F Zhu - Test, 2023 - Springer
This article introduces a new version of first-order binomial autoregressive (BAR (1)) process
with zero-and-one inflated binomial marginals using the idea of hidden Markov models …
with zero-and-one inflated binomial marginals using the idea of hidden Markov models …
Robust estimation for the one-parameter exponential family integer-valued GARCH (1, 1) models based on a modified Tukey's biweight function
L Xiong, F Zhu - Computational Statistics, 2024 - Springer
In this paper, we study a robust estimation method for observation-driven integer-valued
time series models whose conditional distribution belongs to the one-parameter exponential …
time series models whose conditional distribution belongs to the one-parameter exponential …
Nonlinear GARCH-type models for ordinal time series
Despite their relevance in various areas of application, only few stochastic models for
ordinal time series are discussed in the literature. To allow for a flexible serial dependence …
ordinal time series are discussed in the literature. To allow for a flexible serial dependence …
Weighted discrete ARMA models for categorical time series
CH Weiß, O Swidan - Journal of Time Series Analysis, 2024 - Wiley Online Library
A new and flexible class of ARMA‐like (autoregressive moving average) models for nominal
or ordinal time series is proposed, which are characterized by using so‐called weighting …
or ordinal time series is proposed, which are characterized by using so‐called weighting …
Novel goodness-of-fit tests for binomial count time series
For testing the null hypothesis of a marginal binomial distribution of bounded count data, we
derive novel and flexible goodness-of-fit (GoF) tests. We propose two general approaches to …
derive novel and flexible goodness-of-fit (GoF) tests. We propose two general approaches to …