A zero‐modified geometric INAR (1) model for analyzing count time series with multiple features
Y Kang, F Zhu, D Wang, S Wang - Canadian Journal of …, 2024 - Wiley Online Library
Zero inflation, zero deflation, overdispersion, and underdispersion are commonly
encountered in count time series. To better describe these characteristics of counts, this …
encountered in count time series. To better describe these characteristics of counts, this …
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) …
[HTML][HTML] Modelling heavy-tailedness in count time series
Count data frequently exhibit overdispersion, zero inflation and even heavy-tailedness (the
tail probabilities are non-negligible or decrease very slowly) in practical applications. Many …
tail probabilities are non-negligible or decrease very slowly) in practical applications. Many …
Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective
Integer-valued autoregressive (INAR) processes are generally defined by specifying the
thinning operator and either the innovations or the marginal distributions. The major …
thinning operator and either the innovations or the marginal distributions. The major …
[PDF][PDF] Recent developments in mixed Poisson distributions
Mixed Poisson distributions are a class of distributions arising from the Poisson mean
fluctuating as a random variable. Mixed Poisson distributions have been applied in diverse …
fluctuating as a random variable. Mixed Poisson distributions have been applied in diverse …
A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations
In this paper, we introduce a first-order integer-valued autoregressive process with zero-
modified Poisson-Lindley distributed innovations based on the binomial thinning operator …
modified Poisson-Lindley distributed innovations based on the binomial thinning operator …
A new bivariate INAR (1) model with paired Poisson-weighted exponential distributed innovations
Z Sajjadnia, M Sharafi, N Mamode Khan… - Communications in …, 2023 - Taylor & Francis
This paper proposes a novel Bivariate integer-valued auto-regressive model of order 1 with
paired Poisson Weighted Exponential (PWE) distributed innovations which is denoted by …
paired Poisson Weighted Exponential (PWE) distributed innovations which is denoted by …
Detecting mean increases in zero truncated INAR (1) processes
C Li, D Wang, F Zhu - International Journal of Production Research, 2019 - Taylor & Francis
Count data with zero truncation are common in the production process. It's essential to
monitor these data during production flow, production quality control and market …
monitor these data during production flow, production quality control and market …
Change-point analysis for binomial autoregressive model with application to price stability counts
D Sheng, C Liu, Y Kang - Journal of Computational and Applied …, 2024 - Elsevier
The first-order binomial autoregressive (BAR (1)) model is the most frequently used tool to
analyze the bounded count time series. The BAR (1) model is stationary and assumes …
analyze the bounded count time series. The BAR (1) model is stationary and assumes …
A study of RCINAR (1) process with generalized negative binomial marginals
J Zhang, D Wang, K Yang - Communications in Statistics …, 2020 - Taylor & Francis
To better describe the data whose variance is greater than mean in time series analysis, this
paper introduces the RCINAR (1) process with generalized negative binomial marginals …
paper introduces the RCINAR (1) process with generalized negative binomial marginals …