Thinning-based models in the analysis of integer-valued time series: a review

A skew INAR(1) process on $${\mathbb {Z}}$$ Z

(2014) Wagner Barreto-Souza et al.   AStA-Advances in Statistical Analysis

Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis

(2014) Haixiang Zhang et al.   COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

Compound Poisson INAR(1) processes: Stochastic properties and testing for overdispersion

(2014) Sebastian Schweer et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Bivariate binomial autoregressive models

(2014) Manuel G. Scotto et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2

(2014) Mátyás Barczy et al.   SCANDINAVIAN JOURNAL OF STATISTICS

A parametric time series model with covariates for integers in Z

(2014) Jonas Andersson et al.   STATISTICAL MODELLING

Tests for time series of counts based on the probability-generating function

(2014) Šárka Hudecová et al.   STATISTICS

Goodness-of-fit tests for binomial AR(1) processes

(2014) Hee-Young Kim et al.   STATISTICS

Diagnosing and modeling extra-binomial variation for time-dependent counts

(2013) Christian H. Weiß et al.   APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY

Flexible Bivariate INAR(1) Processes Using Copulas

(2013) Dimitris Karlis et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Some properties of multivariate INAR(1) processes

(2013) Xanthi Pedeli et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Integer-valued autoregressive models for counts showing underdispersion

(2013) Christian H. Weiß   JOURNAL OF APPLIED STATISTICS

Integer autoregressive models with structural breaks

(2013) Akanksha S. Kashikar et al.   JOURNAL OF APPLIED STATISTICS

BINOMIAL AUTOREGRESSIVE PROCESSES WITH DENSITY-DEPENDENT THINNING

(2013) Christian H. Weiß et al.   JOURNAL OF TIME SERIES ANALYSIS

A geometric time series model with dependent Bernoulli counting series

(2013) Miroslav M. Ristić et al.   JOURNAL OF TIME SERIES ANALYSIS

On random coefficient INAR(1) processes

(2013) Alexander Roitershtein et al.   Science China-Mathematics

Nonlinear Poisson autoregression

(2012) Konstantinos Fokianos et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

On Estimation of the Bivariate Poisson INAR Process

(2012) Xanthi Pedeli et al.   COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model

(2012) Alireza Ghodsi et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

An Extended Binomial Distribution with Applications

(2012) Abdulhamid A. Alzaid et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Integer-Valued Self-Exciting Threshold Autoregressive Processes

(2012) Magda Monteiro et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Score statistics for testing serial dependence in count data

(2012) Jiajing Sun et al.   JOURNAL OF TIME SERIES ANALYSIS

On composite likelihood estimation of a multivariate INAR(1) model

(2012) Xanthi Pedeli et al.   JOURNAL OF TIME SERIES ANALYSIS

First-order integer valued AR processes with zero inflated poisson innovations

(2012) Mansour Aghababaei Jazi et al.   JOURNAL OF TIME SERIES ANALYSIS

A long-memory integer-valued time series model, INARFIMA, for financial application

(2012) A. M. M. Shahiduzzaman Quoreshi   QUANTITATIVE FINANCE

Random rounded integer-valued autoregressive conditional heteroskedastic process

(2012) Tianqing Liu et al.   STATISTICAL PAPERS

Parameter estimation for binomial AR(1) models with applications in finance and industry

(2012) Christian H. Weiß et al.   STATISTICAL PAPERS

Some recent theory for autoregressive count time series

(2012) Dag Tjøstheim   TEST

A bivariate INAR(1) time series model with geometric marginals

(2011) Miroslav M. Ristić et al.   APPLIED MATHEMATICS LETTERS

Chain Binomial Models and Binomial Autoregressive Processes

(2011) Christian H. Weiß et al.   BIOMETRICS

Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1))

(2011) Miroslav M. Ristić et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Efficient probabilistic forecasts for counts

(2011) Brendan P. M. McCabe et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

A combined geometric INAR(p) model based on negative binomial thinning

(2011) Aleksandar S. Nastić et al.   MATHEMATICAL AND COMPUTER MODELLING

A bivariate INAR(1) process with application

(2011) Xanthi Pedeli et al.   STATISTICAL MODELLING

Additive outliers in INAR(1) models

(2011) Mátyás Barczy et al.   STATISTICAL PAPERS

Binomial AR(1) processes: moments, cumulants, and estimation

(2011) Christian H. Weiß et al.   STATISTICS

True integer value time series

(2010) R. Keith Freeland   AStA-Advances in Statistical Analysis

Useful models for time series of counts or simply wrong ones?

(2010) Robert C. Jung et al.   AStA-Advances in Statistical Analysis

Innovational Outliers in INAR(1) Models

(2010) Mátyás Barczy et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Negative binomial time series models based on expectation thinning operators

(2010) Rong Zhu et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Poisson Autoregression

(2010) Konstantinos Fokianos et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

(2010) Ruijun Bu et al.   JOURNAL OF TIME SERIES ANALYSIS

Convolution-closed models for count time series with applications

(2010) Robert C. Jung et al.   JOURNAL OF TIME SERIES ANALYSIS

A p-Order signed integer-valued autoregressive (SINAR(p)) model

(2010) M. Kachour et al.   JOURNAL OF TIME SERIES ANALYSIS

Inference in binomial models

(2010) Yunwei Cui et al.   STATISTICS & PROBABILITY LETTERS

Asymptotic behavior of unstable INAR( p ) processes

(2010) M. Barczy et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

A New Class of Autoregressive Models for Time Series of Binomial Counts

(2009) Christian H. Weiß   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Generalized integer-valued random coefficient for a first order structure autoregressive (RCINAR) process

(2009) Dulce Gomes et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Integer-valued autoregressive processes with periodic structure

(2009) Magda Monteiro et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Inference for processes with signed generalized power series thinning operator

(2009) Haixiang Zhang et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) models

(2009) Feike C. Drost et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Zero truncated Poisson integer-valued AR(1) model

(2009) Hassan S. Bakouch et al.   METRIKA

Discrete-valued ARMA processes

(2009) Atanu Biswas et al.   STATISTICS & PROBABILITY LETTERS

Extremes of integer-valued moving average sequences

(2009) Andreia Hall et al.   TEST

Thinning operations for modeling time series of counts—a survey

(2008) Christian H. Weiß   AStA-Advances in Statistical Analysis

Optimal Alarm Systems for Count Processes

(2008) Magda Monteiro et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

A new geometric first-order integer-valued autoregressive (NGINAR(1)) process

(2008) Miroslav M. Ristić et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Break Detection for a Class of Nonlinear Time Series Models

(2008) Richard A. Davis et al.   JOURNAL OF TIME SERIES ANALYSIS

The combined INAR(p) models for time series of counts

(2008) Christian H. Weiß   STATISTICS & PROBABILITY LETTERS

Serial dependence and regression of Poisson INARMA models

(2007) Christian H. Weiß   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Note on integer-valued bilinear time series models

(2007) Feike C. Drost et al.   STATISTICS & PROBABILITY LETTERS