Testing the compounding structure of the CP-INARCH model

On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications

(2016) Sangyeol Lee et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

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

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

Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes

(2016) Christian H. Weiß et al.   STATISTICS & PROBABILITY LETTERS

Infinitely Divisible Distributions in Integer-Valued Garch Models

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

A New Approach to Integer-Valued Time Series Modeling: The Neyman Type-A INGARCH Model*

(2015) Esmeralda Gonçalves et al.   Lithuanian Mathematical Journal

A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS

(2013) Raffaella Giacomini et al.   ECONOMETRIC THEORY

A model for integer-valued time series with conditional overdispersion

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

Absolute regularity and ergodicity of Poisson count processes

(2011) Michael H. Neumann   BERNOULLI

Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models

(2011) Fukang Zhu   JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

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

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

The INARCH(1) Model for Overdispersed Time Series of Counts

(2010) Christian H. Weiß   COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

Poisson Autoregression

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

Diagnostic checking integer-valued ARCH models using conditional residual autocorrelations

(2009) Fukang Zhu et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

Estimation and testing for a Poisson autoregressive model

(2009) Fukang Zhu et al.   METRIKA

Modelling time series of counts with overdispersion

(2008) Christian H. Weiß   Statistical Methods and Applications