First‐order integer valued AR processes with zero inflated poisson innovations

By M. A. Jazi, Geoff Jones, Chin Diew Lai. 2012

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Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros (2015, methodology): “Our aim in this present article is to introduce a simple INAR(1) process with zero-deflated/inflated marginals and that overcomes the difficulties presented by the model proposed by Jazi et al. (2012).”
Extended Poisson INAR(1) processes with equidispersion, underdispersion and overdispersion (2017, background): “[21] discussed an INAR(1) process with zero-inflated Poisson innovations.”
An INAR(1) process for modeling count time series with equidispersion, underdispersion and overdispersion (2017, unknown): “This model has been intensively studied in the literature, e. g., by Jazi et al. (2012) for count data time series showing an excessive number of zeros, by Schweer and Weiß (2014) for overdispersed counts, by Weiß (2013) for underdispersed counts, or by Moriña et al. (2011) and Bourguignon et al.…”
Integer-valued autoregressive models for counts showing underdispersion (2013, unknown): “[14] (zero-inflated Poisson innovations).”