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1
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Robust estimation for Binomial conditionally nonlinear autoregressive time series based on multivariate conditional frequencies. J MULTIVARIATE ANAL 2021. [DOI: 10.1016/j.jmva.2021.104777] [Citation(s) in RCA: 4] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/18/2022]
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Gorgi P. Beta–negative binomial auto‐regressions for modelling integer‐valued time series with extreme observations. J R Stat Soc Series B Stat Methodol 2020. [DOI: 10.1111/rssb.12394] [Citation(s) in RCA: 5] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]
Affiliation(s)
- Paolo Gorgi
- Vrije Universiteit Amsterdam, and Tinbergen Institute Amsterdam The Netherlands
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Affiliation(s)
- Huaping Chen
- School of Mathematics, Jilin University, Changchun, China
| | - Qi Li
- College of Mathematics, Changchun Normal University, Changchun, China
| | - Fukang Zhu
- School of Mathematics, Jilin University, Changchun, China
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4
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Hudecová Š, Hušková M, Meintanis SG. Tests for Structural Changes in Time Series of Counts. Scand Stat Theory Appl 2017. [DOI: 10.1111/sjos.12278] [Citation(s) in RCA: 10] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/30/2022]
Affiliation(s)
- Šárka Hudecová
- Department of Probability and Mathematical Statistics; Charles University
| | - Marie Hušková
- Department of Probability and Mathematical Statistics; Charles University
| | - Simos G. Meintanis
- Department of Economics, National and Kapodistrian University of Athens (on sabbatical leave) Unit for Business Mathematics and Informatics; North-West University
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Scotto MG, Weiß CH, Gouveia S. Thinning-based models in the analysis of integer-valued time series: a review. STAT MODEL 2015. [DOI: 10.1177/1471082x15584701] [Citation(s) in RCA: 84] [Impact Index Per Article: 9.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
Abstract
This article aims at providing a comprehensive survey of recent developments in the field of integer-valued time series modelling, paying particular attention to models obtained as discrete counterparts of conventional autoregressive moving average and bilinear models, and based on the concept of thinning. Such models have proven to be useful in the analysis of many real-world applications ranging from economy and finance to medicine. We review the literature of the most relevant thinning operators proposed in the analysis of univariate and multivariate integer-valued time series with either finite or infinite support. Finally, we also outline and discuss possible directions of future research.
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Affiliation(s)
- Manuel G. Scotto
- CIDMA and Department of Mathematics, University of Aveiro, Portugal
| | - Christian H. Weiß
- Department of Mathematics and Statistics, Helmut Schmidt University Hamburg, Germany
| | - Sónia Gouveia
- IEETA, CIDMA and Department of Mathematics, University of Aveiro, Portugal
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Hudecová Š, Hušková M, Meintanis SG. Tests for time series of counts based on the probability-generating function. STATISTICS-ABINGDON 2014. [DOI: 10.1080/02331888.2014.979826] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
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8
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