Results 21 to 30 of about 3,700 (150)
Space-time integer-valued ARMA modelling for time series of counts
Electronic Journal of Statistics, 2023 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Martins, Ana +3 more
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A Novel Unconstrained Geometric BINAR(1) Model
Engineering Proceedings, 2023 Modelling the non-stationary unconstrained bivariate integer-valued autoregressive of order 1 (NSUBINAR(1)) model is challenging due to the complex cross-correlation relationship between the counting series.
Sunecher Yuvraj, Mamode Khan Naushad
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An Observation-Driven Random Parameter INAR(1) Model Based on the Poisson Thinning Operator
Entropy, 2023 This paper presents a first-order integer-valued autoregressive time series model featuring observation-driven parameters that may adhere to a particular random distribution.
Kaizhi Yu, Tielai Tao
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On Some Stationary INAR(1) Processes with Compound Poisson Distributions
Revstat Statistical Journal, 2023 Aly and Bouzar ([2]) used the backward approach in presence of the binomial thinning operator to construct underdispersed stationary first-order autoregressive integer valued (INAR (1)) processes.
Emad-Eldin A. A. Aly, Nadjib Bouzar
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Neural Likelihood Approximation for Integer Valued Time Series Data
CoRR, 2023 Stochastic processes defined on integer valued state spaces are popular within the physical and biological sciences. These models are necessary for capturing the dynamics of small systems where the individual nature of the populations cannot be ignored and stochastic effects are important.
Luke O'Loughlin +2 more
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A Mixture Integer-Valued Garch Model
Revstat Statistical Journal, 2016 In this paper, we generalize the mixture integer-valued ARCH model (MINARCH) introduced by Zhu et al. (2010) (F. Zhu, Q. Li, D. Wang. A mixture integer-valued ARCH model, J. Statist. Plann.
Mamadou Lamine Diop +2 more
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A New First-Order Integer-Valued Autoregressive Model with Bell Innovations
Entropy, 2021 A Poisson distribution is commonly used as the innovation distribution for integer-valued autoregressive models, but its mean is equal to its variance, which limits flexibility, so a flexible, one-parameter, infinitely divisible Bell distribution may be ...
Jie Huang, Fukang Zhu
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Patent Keyword Analysis Using Time Series and Copula Models
Applied Sciences, 2019 The technological keywords extracted from patent documents have much information about a developed technology. We can understand the technological structure of a product by examining the results of patent analysis.
Jong-Min Kim +3 more
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Hierarchical Markov-switching models for multivariate integer-valued time-series
Journal of Econometrics, 2021 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Catania, Leopoldo, Di Mari, Roberto
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A seasonal Integer-Valued AR(1) model with delaporte marginal distribution [PDF]
مدلسازی پیشرفته ریاضیReal-count data time series often show the phenomenon of over-dispersion. In this paper, we introduce the first-order integer-valued autoregressive process with seasonal structure.
Maryam Shalbaf +2 more
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