A much-needed introduction to the field of discrete-valued time series, with a focus on count- data time series Time series analysis is an essential tool in a wide array of fields, including …
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) …
Efficient probabilistic forecasts of integer-valued random variables are derived. The optimality is achieved by estimating the forecast distribution non-parametrically over a given …
M Barczy, M Ispány, G Pap - Stochastic Processes and their Applications, 2011 - Elsevier
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 …
Discrete-valued time series are common in practice, yet methods for their analysis have been developed only recently. The fact that the variables take values on a finite or countably …
I Silva, ME Silva - Statistics & probability letters, 2006 - Elsevier
The INteger-valued AutoRegressive (INAR) processes were introduced in the literature by. First-order integer-valued autoregressive (INAR (1)) process. J. Time Ser. Anal. 8, 261–275] …
Replicated time series are a particular type of repeated measures, which consist of time- sequences of measurements taken from several subjects (experimental units). We consider …
FC Drost, R Van Den Akker… - Journal of Time Series …, 2008 - Wiley Online Library
Integer‐valued autoregressive (INAR) processes have been introduced to model non‐ negative integer‐valued phenomena that evolve in time. The distribution of an INAR (p) …
There is a need for the development of models that are able to account for discreteness in data, along with its time series properties and correlation. Our focus falls on INteger-valued …