Stationary count time series models
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DOI: 10.1002/wics.1502
Abstract: During the last 20–30 years, there was a remarkable growth in interest on approaches for stationary count time series. We consider popular classes of models for such time series, including thinning‐based models, conditional regression models, and… read more here.
Keywords: time series; count; stationary count; count time ... See more keywords
Bayesian modeling for overdispersed event-count time series
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DOI: 10.1007/s41237-019-00093-5
Abstract: Social scientists are frequently interested in event-count time-series data. One of the state-of-the-art methods, the Poisson exponentially weighted moving average (P-EWMA) model, leads to incorrect inference in the presence of omitted variables even if they… read more here.
Keywords: count; event count; time series; count time ... See more keywords