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Autoregressive-Type Time Series of Counts

In: Non-Gaussian Autoregressive-Type Time Series

Author

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  • N. Balakrishna

    (Cochin University of Science and Technology, Department of Statistics)

Abstract

The standard form of an autoregressive model does not help in defining a similar model for discrete time series. A probabilistic operator called binomial thinning is introduced to consolidate the effect of past information to model the future counts. This chapter provides a summary of the autoregressive-type models for generating time series of counts. Even though, the model structures are different, the probabilistic and second-order properties look similar to those of AR models. The models with specified stationary distributions as well as specified innovations are considered. Relevant estimation problems are also studied.

Suggested Citation

  • N. Balakrishna, 2021. "Autoregressive-Type Time Series of Counts," Springer Books, in: Non-Gaussian Autoregressive-Type Time Series, chapter 0, pages 195-225, Springer.
    • Handle: RePEc:spr:sprchp:978-981-16-8162-2_7
    DOI: 10.1007/978-981-16-8162-2_7
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