Zero truncated Poisson integer-valued AR(1) model
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References listed on IDEAS
- Rong Zhu & Harry Joe, 2006. "Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(5), pages 725-738, September.
- Tjøstheim, Dag, 1986. "Estimation in nonlinear time series models," Stochastic Processes and their Applications, Elsevier, vol. 21(2), pages 251-273, February.
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- Miroslav M. Ristić & Aleksandar S. Nastić & Ana V. Miletić Ilić, 2013. "A geometric time series model with dependent Bernoulli counting series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 466-476, July.
- Aleksandar S. Nastić & Petra N. Laketa & Miroslav M. Ristić, 2016. "Random environment integer-valued autoregressive process," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(2), pages 267-287, March.
- Katiane Conceição & Marinho Andrade & Francisco Louzada, 2014. "On the zero-modified poisson model: Bayesian analysis and posterior divergence measure," Computational Statistics, Springer, vol. 29(5), pages 959-980, October.
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KeywordsZero truncated Poisson distribution; Integer-valued autoregressive processes; Estimation;
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