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 …

[图书][B] An introduction to discrete-valued time series

CH Weiß - 2018 - books.google.com
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 …

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) …

Efficient probabilistic forecasts for counts

BPM McCabe, GM Martin… - Journal of the Royal …, 2011 - academic.oup.com
Efficient probabilistic forecasts of integer-valued random variables are derived. The
optimality is achieved by estimating the forecast distribution non-parametrically over a given …

[HTML][HTML] Asymptotic behavior of unstable INAR (p) processes

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 …

Contributions to the analysis of discrete-valued time series

IMM Silva - 2005 - repositorio-aberto.up.pt
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 …

Asymptotic distribution of the Yule–Walker estimator for INAR (p) processes

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 INAR (1) processes

I Silva, ME Silva, I Pereira, N Silva - Methodology and Computing in …, 2005 - Springer
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 …

Local asymptotic normality and efficient estimation for INAR(p) models

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) …

Clustering discrete-valued time series

T Roick, D Karlis, PD McNicholas - Advances in Data Analysis and …, 2021 - Springer
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 …