Count time series: A methodological review

RA Davis, K Fokianos, SH Holan, H Joe… - Journal of the …, 2021 - Taylor & Francis
A growing interest in non-Gaussian time series, particularly in series comprised of
nonnegative integers (counts), is taking place in today's statistics literature. Count series …

Recent development in copula and its applications to the energy, forestry and environmental sciences

MI Bhatti, HQ Do - International Journal of Hydrogen Energy, 2019 - Elsevier
In recent years, copula models are being used in all areas of human endeavors including
energy, environment, social, natural and physical sciences. Copulas are the most powerful …

Seasonal count time series

J Kong, R Lund - Journal of Time Series Analysis, 2023 - Wiley Online Library
Count time series are widely encountered in practice. As with continuous valued data, many
count series have seasonal properties. This article uses a recent advance in stationary count …

Latent Gaussian count time series

Y Jia, S Kechagias, J Livsey, R Lund… - Journal of the American …, 2023 - Taylor & Francis
This article develops the theory and methods for modeling a stationary count time series via
Gaussian transformations. The techniques use a latent Gaussian process and a …

Models for geostatistical binary data: Properties and connections

V De Oliveira - The American Statistician, 2020 - Taylor & Francis
This article explores models for geostatistical data for situations in which the region where
the phenomenon of interest varies is partitioned into two disjoint subregions. This is called a …

[PDF][PDF] Review of Copula for Bivariate Distributions of Zero-Inflated Count Time Series Data

D Fernando, M Alqawba, M Samad… - International Journal of …, 2022 - academia.edu
The class of bivariate integer-valued time series models, described via copula theory, is
gaining popularity in the literature because of applications in health sciences, engineering …

gcKrig: An R package for the analysis of geostatistical count data using gaussian copulas

Z Han, V De Oliveira - Journal of Statistical Software, 2018 - jstatsoft.org
This work describes the R package gcKrig for the analysis of geostatistical count data using
Gaussian copulas. The package performs likelihood-based inference and spatial prediction …

A unified Gaussian copula methodology for spatial regression analysis

J Hughes - Scientific Reports, 2022 - nature.com
Spatially referenced data arise in many fields, including imaging, ecology, public health, and
marketing. Although principled smoothing or interpolation is paramount for many …

Maximum likelihood estimation of Gaussian copula models for geostatistical count data

Z Han, V De Oliveira - Communications in Statistics-Simulation and …, 2020 - Taylor & Francis
This work investigates the computation of maximum likelihood estimators in Gaussian
copula models for geostatistical count data. This is a computationally challenging task …

Spatial copula-based modeling of claim frequency and claim size in third-party car insurance: A Poisson-mixed approach for predictive analysis

V Tadayon, M Ghanbarzadeh - Insurance: Mathematics and Economics, 2024 - Elsevier
The number and amount of claims, referred to as the sum of claims or the total claim/loss
amounts in insurance literature, are crucial pieces of information for insurance companies …