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

Bootstrapping INAR models

(2019) Carsten Jentsch et al.   BERNOULLI

Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model

(2017) Manik Awale et al.   STATISTICAL PAPERS

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

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

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

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

Modeling time series of counts with a new class of INAR(1) model

(2015) Wooi Chen Khoo et al.   STATISTICAL PAPERS

Integer-valued autoregressive models for counts showing underdispersion

(2013) Christian H. Weiß   JOURNAL OF APPLIED STATISTICS

Understanding predictive information criteria for Bayesian models

(2013) Andrew Gelman et al.   STATISTICS AND COMPUTING

Score statistics for testing serial dependence in count data

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

Random rounded integer-valued autoregressive conditional heteroskedastic process

(2012) Tianqing Liu et al.   STATISTICAL PAPERS

Efficient probabilistic forecasts for counts

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

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

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

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

Thinning operations for modeling time series of counts—a survey

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