Articles with "counts time" as a keyword



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Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models

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Published in 2021 at "Journal of Statistical Computation and Simulation"

DOI: 10.1080/00949655.2021.1890732

Abstract: This study considers statistical inferences such as parameter estimation and change tests for counts time series models where the conditional density of present observations over past information follow a zero-inflated one-parameter exponential family. We verify… read more here.

Keywords: time series; zero inflated; counts time; exponential family ... See more keywords