Thinning operations for modeling time series of counts—a survey
CH Weiß - AStA Advances in Statistical Analysis, 2008 - Springer
The analysis of time series of counts is an emerging field of science. To obtain an ARMA-like
autocorrelation structure, many models make use of thinning operations to adapt the ARMA …
autocorrelation structure, many models make use of thinning operations to adapt the ARMA …
Soft-computing techniques and ARMA model for time series prediction
The challenge of predicting future values of a time series covers a variety of disciplines. The
fundamental problem of selecting the order and identifying the time varying parameters of an …
fundamental problem of selecting the order and identifying the time varying parameters of an …
Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models
FC Drost, R Van den Akker… - Journal of the Royal …, 2009 - academic.oup.com
Integer-valued auto-regressive (INAR) processes have been introduced to model non-
negative integer-valued phenomena that evolve over time. The distribution of an INAR (p) …
negative integer-valued phenomena that evolve over time. The distribution of an INAR (p) …
Change-points analysis for generalized integer-valued autoregressive model via minimum description length principle
D Sheng, D Wang - Applied Mathematical Modelling, 2024 - Elsevier
This article considers the problem of modeling a class of count time series with multiple
change-points using segmented generalized integer-valued autoregressive (S-GINAR) …
change-points using segmented generalized integer-valued autoregressive (S-GINAR) …
Estimation in an integer-valued autoregressive process with negative binomial marginals (NBINAR (1))
MM Ristić, AS Nastić, HS Bakouch - Communications in Statistics …, 2012 - Taylor & Francis
The authors consider a stationary integer-valued autoregressive process of the first order
with negative binomial marginals (NBINAR (1)). A set of estimators are considered and their …
with negative binomial marginals (NBINAR (1)). A set of estimators are considered and their …
[图书][B] Non-Gaussian autoregressive-type time series
N Balakrishna - 2021 - Springer
The assumption of normality in analysing statistical data is a matter of convenience and it is
far from reality. As a result, several non-Gaussian time series models have been introduced …
far from reality. As a result, several non-Gaussian time series models have been introduced …
[HTML][HTML] Asymptotic behavior of unstable INAR (p) processes
In this paper the asymptotic behavior of an unstable integer-valued autoregressive model of
order p (INAR (p)) is described. Under a natural assumption it is proved that the sequence of …
order p (INAR (p)) is described. Under a natural assumption it is proved that the sequence of …
A new robust estimation method for ARMA models
Y Chakhchoukh - IEEE Transactions on Signal Processing, 2010 - ieeexplore.ieee.org
The autoregressive moving-average (ARMA) modeling of time series is popular and used in
many applications. In this paper, we introduce a new robust method to estimate the …
many applications. In this paper, we introduce a new robust method to estimate the …
Zero-and-One Integer-Valued AR (1) Time Series with Power Series Innovations and Probability Generating Function Estimation Approach
Zero-and-one inflated count time series have only recently become the subject of more
extensive interest and research. One of the possible approaches is represented by first …
extensive interest and research. One of the possible approaches is represented by first …