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 …

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) …

[HTML][HTML] Modelling heavy-tailedness in count time series

L Qian, Q Li, F Zhu - Applied Mathematical Modelling, 2020 - Elsevier
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 …

Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective

MB Guerrero, W Barreto-Souza, H Ombao - Stochastic Models, 2022 - Taylor & Francis
Integer-valued autoregressive (INAR) processes are generally defined by specifying the
thinning operator and either the innovations or the marginal distributions. The major …

[PDF][PDF] Recent developments in mixed Poisson distributions

SH Ong, YC Low, KK Toh - Computational Statistics and Data …, 2019 - academia.edu
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 …

A first-order integer-valued autoregressive process with zero-modified Poisson-Lindley distributed innovations

M Sharafi, Z Sajjadnia, A Zamani - Communications in Statistics …, 2023 - Taylor & Francis
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 …

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 …

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 …

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 …

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 …