Likelihood Inference for Generalized Integer Autoregressive Time Series Models
Keyword(s):
For modeling count time series data, one class of models is generalized integer autoregressive of order p based on thinning operators. It is shown how numerical maximum likelihood estimation is possible by inverting the probability generating function of the conditional distribution of an observation given the past p observations. Two data examples are included and show that thinning operators based on compounding can substantially improve the model fit compared with the commonly used binomial thinning operator.
2019 ◽
Vol 9
(1)
◽
pp. 6699-6704
Keyword(s):
2012 ◽
Vol 09
◽
pp. 390-397
◽
Keyword(s):
Keyword(s):
2007 ◽
Vol 9
(1)
◽
pp. 30-41
◽
Keyword(s):
Keyword(s):
2021 ◽
Vol 18
(16)
◽
pp. 8660
Keyword(s):
2019 ◽
Vol 1
(1)
◽
pp. 8
Keyword(s):
2021 ◽
Vol 6
(1)
◽
pp. 1-4
Keyword(s):