An alternative test for zero modification in the INAR(1) model with Poisson innovations

A new and intuitive test for zero modification

(2018) Paul Wilson et al.   STATISTICAL MODELLING

Modeling time series of count with excess zeros and ones based on INAR(1) model with zero-and-one inflated Poisson innovations

(2018) Xiaohong Qi et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Detecting mean increases in zero truncated INAR(1) processes

(2018) Cong Li et al.   INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH

Testing for zero inflation and overdispersion in INAR(1) models

(2016) Christian H. Weiß et al.   STATISTICAL PAPERS

Binomial approximation for sum of indicators with dependent neighborhoods

(2016) Yazhe Zhang   STATISTICS & PROBABILITY LETTERS

A Poisson INAR(1) process with a seasonal structure

(2015) Marcelo Bourguignon et al.   JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

Zero-Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros

(2015) Wagner Barreto-Souza   JOURNAL OF TIME SERIES ANALYSIS

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

(2014) Sebastian Schweer 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

Zero-inflated Poisson and negative binomial integer-valued GARCH models

(2011) Fukang Zhu   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Diagnostic checks for integer-valued autoregressive models using expected residuals

(2011) Yousung Park et al.   STATISTICAL PAPERS

Asymptotic properties of sample quantiles of discrete distributions

(2009) Yanyuan Ma et al.   ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS

Thinning operations for modeling time series of counts—a survey

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