On strongly dependent zero-inflated INAR(1) processes

Count Time Series: A Methodological Review

(2021) Richard A. Davis et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Bootstrapping INAR models

(2019) Carsten Jentsch et al.   BERNOULLI

Recurrent Neural Networks for Multivariate Time Series with Missing Values

(2018) Zhengping Che et al.   Scientific Reports

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

Modeling Zero Inflation in Count Data Time Series with Bounded Support

(2017) Tobias A. Möller et al.   METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY

An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion

(2017) Marcelo Bourguignon et al.   TEST

An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion

(2017) Marcelo Bourguignon et al.   TEST

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

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

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

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

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

Integer-valued autoregressive models for counts showing underdispersion

(2013) Christian H. Weiß   JOURNAL OF APPLIED STATISTICS

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

Diagnostic checks for integer-valued autoregressive models using expected residuals

(2011) Yousung Park et al.   STATISTICAL PAPERS

Local asymptotic normality and efficient estimation for INAR(p) models

(2008) Feike C. Drost et al.   JOURNAL OF TIME SERIES ANALYSIS

INAR(1) modeling of overdispersed count series with an environmental application

(2007) Harry Pavlopoulos et al.   ENVIRONMETRICS