The predictive distributions of thinning‐based count processes

Bivariate integer-autoregressive process with an application to mutual fund flows

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Negative Binomial Autoregressive Process with Stochastic Intensity

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SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT

(2018) David Harris et al.   ECONOMETRIC THEORY

Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale

(2017) Amanda Fernández-Fontelo et al.   STATISTICAL MODELLING

Bayesian nonparametric forecasting for INAR models

(2016) Luisa Bisaglia et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

An estimation procedure for the Hawkes process

(2016) Matthias Kirchner   QUANTITATIVE FINANCE

Hawkes and INAR(∞) processes

(2016) Matthias Kirchner   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation

(2015) Xanthi Pedeli et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Infinitely Divisible Distributions in Integer-Valued Garch Models

(2015) E. Gonçalves et al.   JOURNAL OF TIME SERIES ANALYSIS

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

(2015) Manuel G. Scotto et al.   STATISTICAL MODELLING

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

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

A model for integer-valued time series with conditional overdispersion

(2012) Hai-Yan Xu et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

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

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

Efficient probabilistic forecasts for counts

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

Negative binomial time series models based on expectation thinning operators

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

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

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

A negative binomial integer-valued GARCH model

(2010) Fukang Zhu   JOURNAL OF TIME SERIES ANALYSIS

INARCH(1) processes: Higher-order moments and jumps

(2010) Christian H. Weiß   STATISTICS & PROBABILITY LETTERS

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

Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family

(2009) Rong Zhu et al.   STATISTICS & PROBABILITY LETTERS

Thinning operations for modeling time series of counts—a survey

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

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

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