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Forecasting discrete valued low count time series

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Author Info
Freeland, R. K.
McCabe, B. P. M.
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File URL: http://www.sciencedirect.com/science/article/B6V92-48DXWDH-3/2/b625c87a0b55dee6f7361ad067e8531d
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Publisher Info
Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 20 (2004)
Issue (Month): 3 ()
Pages: 427-434
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Handle: RePEc:eee:intfor:v:20:y:2004:i:3:p:427-434

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  1. Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007. "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers 4/07, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  2. T M Christensen & A S Hurn & K A Lindsay, 2008. "It never rains but it pours: Modelling the persistence of spikes in electricity prices," NCER Working Paper Series 25, National Centre for Econometric Research. [Downloadable!]
  3. T M Christensen & A. S. Hurn & K A Lindsay, 2008. "Discrete time-series models when counts are unobservable," NCER Working Paper Series 35, National Centre for Econometric Research. [Downloadable!]
  4. Andersson, Jonas & Karlis, Dimitris, 2008. "Treating missing values in INAR(1) models," Discussion Papers 2008/14, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
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