Zero-and-one inflated Poisson–Lindley INAR (1) process for modelling count time series with extra zeros and ones

Z Mohammadi, Z Sajjadnia, HS Bakouch… - Journal of Statistical …, 2022 - Taylor & Francis
In this paper, a first-order integer-valued autoregressive (INAR (1)) model with zero-and-one
inflated Poisson–Lindley distributed innovations is presented. It is shown that the model …

Bayesian analysis for an improved mixture binomial autoregressive model with applications to rainy-days and air quality level data

Y Kang, F Lu, S Wang - Stochastic Environmental Research and Risk …, 2024 - Springer
Non-negative integer-valued time series with a finite range are sometimes suffered in
environmental science, such as the weekly number of rainy-days in European cities …

A new INAR (1) process with bounded support for counts showing equidispersion, underdispersion and overdispersion

Y Kang, D Wang, K Yang - Statistical Papers, 2021 - Springer
The present work introduces a mixture INAR (1) model based on the mixing Pegram and
binomial thinning operators with a finite range {0, 1, ..., n\} 0, 1,…, n. The new model can be …

A seasonal geometric INAR process based on negative binomial thinning operator

S Tian, D Wang, S Cui - Statistical Papers, 2020 - Springer
In this article, we propose a new seasonal geometric integer-valued autoregressive process
based on the negative binomial thinning operator with seasonal period s. Some basic …

A full ARMA model for counts with bounded support and its application to rainy-days time series

S Gouveia, TA Möller, CH Weiß, MG Scotto - … Environmental Research and …, 2018 - Springer
Motivated by a large dataset containing time series of weekly number of rainy days collected
over two thousand locations across Europe and Russia for the period 2000–2010, we …

Coherent forecasting for a mixed integer-valued time series model

WC Khoo, SH Ong, B Atanu - Mathematics, 2022 - mdpi.com
In commerce, economics, engineering and the sciences, quantitative methods based on
statistical models for forecasting are very useful tools for prediction and decision. There is an …

A zero-inflated geometric INAR (1) process with random coefficient

HS Bakouch, M Mohammadpour… - Applications of …, 2018 - Springer
Many real-life count data are frequently characterized by overdispersion, excess zeros and
autocorrelation. Zero-inflated count time series models can provide a powerful procedure to …

Model-based INAR bootstrap for forecasting INAR (p) models

L Bisaglia, M Gerolimetto - Computational Statistics, 2019 - Springer
In this paper we analyse some bootstrap techniques to make inference in INAR (p) models.
First of all, via Monte Carlo experiments we compare the performances of these methods …

A new geometric INAR (1) model with mixing Pegram and generalized binomial thinning operators

M Shirozhan, M Mohammadpour… - Iranian Journal of Science …, 2019 - Springer
In this paper, we introduce a new stationary integer-valued autoregressive process of the
first order with geometric marginal based on mixing Pegram and generalized binomial …

The balanced discrete Burr–Hatke model and mixing INAR (1) process: properties, estimation, forecasting and COVID-19 applications

SMH Baladezaei, E Deiri… - Journal of Applied …, 2024 - Taylor & Francis
The main concern of this paper is providing a flexible discrete model that captures every
kind of dispersion (equi-, over-and under-dispersion). Based on the balanced discretization …