Serial dependence and regression of Poisson INARMA models

By Christian H. Weiβ. 2008

64 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/4a710094899e2f180c7022891f56ce2f46a2ec4c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Konstantinos Fokianos
2. Richard A. Davis
3. W. Barreto‐Souza
4. Robert B. Lund
5. Harry Joe
6. Nalini Ravishanker
7. Vladas Pipiras
8. James Livsey

In Finance

1. Konstantinos Fokianos
2. Richard A. Davis
3. Harry Joe
4. Vladas Pipiras
5. W. Barreto‐Souza
6. Robert B. Lund
7. Scott H. Holan
8. Claudia Czado

In Statistics and Probability

1. Konstantinos Fokianos
2. Robert B. Lund
3. Richard A. Davis
4. Vladas Pipiras
5. W. Barreto‐Souza
6. Harry Joe
7. Nalini Ravishanker
8. James Livsey

Citations in the corpus

• Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros (2015, methodology): “Jumps are frequently used for checking the adequacy of fitted models as described by Weiß (2009b); see also Weiß (2008) and Weiß (2009a).”
• Count Time Series: A Methodological Review (2021, background): “Recent reviews include Weiß (2008), Scotto, Weiß, and Gouveia (2015), and Weiß (2018).”