A systematic review of INGARCH models for integer-valued time series
M Liu, F Zhu, J Li, C Sun - Entropy, 2023 - mdpi.com
Count time series are widely available in fields such as epidemiology, finance, meteorology,
and sports, and thus there is a growing demand for both methodological and application …
and sports, and thus there is a growing demand for both methodological and application …
A flexible model for time series of counts with overdispersion or underdispersion, zero-inflation and heavy-tailedness
Time series of counts observed in practice often exhibit overdispersion or underdispersion,
zero inflation and even heavy-tailedness (the tail probabilities are non-negligible or …
zero inflation and even heavy-tailedness (the tail probabilities are non-negligible or …
A multiplicative thinning‐based integer‐valued GARCH model
A Aknouche, MG Scotto - Journal of Time Series Analysis, 2024 - Wiley Online Library
In this article, we introduce a multiplicative integer‐valued time series model, which is
defined as the product of a unit‐mean integer‐valued independent and identically …
defined as the product of a unit‐mean integer‐valued independent and identically …
Modeling -valued time series based on new versions of the Skellam INGARCH model
Y Cui, Q Li, F Zhu - 2021 - projecteuclid.org
Recently, there has been a growing interest in integer-valued time series models, including
integer-valued autoregressive (INAR) models and integer-valued generalized …
integer-valued autoregressive (INAR) models and integer-valued generalized …
Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
LSC Piancastelli, W Barreto‐Souza… - Journal of Time Series …, 2023 - Wiley Online Library
We propose a novel flexible bivariate conditional Poisson (BCP) INteger‐valued
Generalized AutoRegressive Conditional Heteroscedastic (INGARCH) model for correlated …
Generalized AutoRegressive Conditional Heteroscedastic (INGARCH) model for correlated …
Local influence analysis in the softplus INGARCH model
Z Su, F Zhu, S Liu - Test, 2024 - Springer
In statistical diagnostics, detecting influential observations is pivotal for assessing model
fitting. To address parameter restrictions while maintaining necessary properties, the …
fitting. To address parameter restrictions while maintaining necessary properties, the …
The Circumstance-Driven Bivariate Integer-Valued Autoregressive Model
H Wang, CH Weiß - Entropy, 2024 - mdpi.com
The novel circumstance-driven bivariate integer-valued autoregressive (CuBINAR) model
for non-stationary count time series is proposed. The non-stationarity of the bivariate count …
for non-stationary count time series is proposed. The non-stationarity of the bivariate count …
Non-linear INAR (1) processes under an alternative geometric thinning operator
We propose a novel class of first-order integer-valued AutoRegressive (INAR (1)) models
based on a new operator, the so-called geometric thinning operator, which induces a certain …
based on a new operator, the so-called geometric thinning operator, which induces a certain …
Determining economic factors for sex trafficking in the United States using count time series regression
Y Jang, RR Sundararajan, W Barreto-Souza… - Empirical …, 2024 - Springer
The article presents a robust quantitative approach for determining significant economic
factors for sex trafficking in the United States. The aim is to study monthly counts of sex …
factors for sex trafficking in the United States. The aim is to study monthly counts of sex …