Zero-Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros

Wagner Barreto-Souza

doi:10.1111/jtsa.12131

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Zero-Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros

Journal article

Peer reviewed

Zero-Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros

Wagner Barreto-Souza

Journal of time series analysis, Vol.36(6), pp.839-852

Barreto-Souza, W. (2015) Zero-Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros. J. Time Ser. Anal., 36: 839-852. doi: 10.1111/jtsa.12131.

11/2015

DOI: https://doi.org/10.1111/jtsa.12131

Abstract

asymptotic distribution

inference

Integer-valued time series models

thinning operator

zero-modified geometric distribution

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Title: Zero-Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros
Creators - without role: Wagner Barreto-Souza - Universidade Federal de Minas Gerais
Publication Details: Journal of time series analysis, Vol.36(6), pp.839-852
Publisher: Blackwell Publishing Ltd
Edition: Barreto-Souza, W. (2015) Zero-Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros. J. Time Ser. Anal., 36: 839-852. doi: 10.1111/jtsa.12131.
Number of pages: 14
Identifiers: 9945341708331
Academic Unit: King Abdullah University of Science & Technology
Language: English
Resource Type: Journal article