A New Class of Autoregressive Models for Time Series of Binomial Counts
By Christian H. Weiβ. 2009
69 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/422d78dec581fa6177defef6a4ccedb45d14d82b
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In Artificial Intelligence
In Finance
- H. Kim
- P. Pollett
- F. Buckley
- Christian H. Weiβ
- Konstantinos Fokianos
- Sangyeol Lee
- W. Barreto‐Souza
- Miroslav M. Ristic
In Mathematical Physics
Citations in the corpus
- Monitoring correlated processes with binomial marginals (2009, methodology): “A pth-order extension with an autocorrelation structure similar to that of the standard AR(p) process is proposed by Weiß [11].”
- Binomial AR(1) processes: moments, cumulants, and estimation (2013, background): “Such type of count-data time series can be observed in quite different real-world situations, for example, if monitoring the number of non-conforming units in samples from a production process 3 , or the utilization of a computer pool 4 , or accesses to a web server 5 .”
- Limit theorems for discrete-time metapopulation models (2010, background): “Finally, we remark that if nN0 follows the stationary Bin(N, q ∗) law, our representation nt+1 = Bin(nt, p1)+Bin(N −nt, q1) is termed binomial autoregressive [43, 44, 65, 66].”