Zero truncated Poisson integer-valued AR(1) model

By Hassan Salah Hassan Bakouch, Miroslav M. Ristic. 2010

71 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ceef1e6c4d8130487d7023d4dc69e3f55a372f18

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. Aleksandar S. Nastic
2. Miroslav M. Ristic
3. Hassan Salah Hassan Bakouch
4. W. Barreto‐Souza
5. Bent Jørgensen
6. Célestin C. Kokonendji

In Finance

1. Aleksandar S. Nastic
2. Miroslav M. Ristic
3. Hassan Salah Hassan Bakouch
4. W. Barreto‐Souza
5. Ana V. Miletić Ilić
6. Célestin C. Kokonendji
7. Bent Jørgensen

In Statistics and Probability

1. Aleksandar S. Nastic
2. Miroslav M. Ristic
3. Hassan Salah Hassan Bakouch
4. W. Barreto‐Souza
5. Ana V. Miletić Ilić
6. Gauss Moutinho Cordeiro
7. Célestin C. Kokonendji
8. Bent Jørgensen

Citations in the corpus

• A geometric time series model with dependent Bernoulli counting series (2013, unknown): “…and Alzaid (1987), Alzaid and Al-Osh (1988, 1990), Du and Li (1991), Al-Osh and Aly (1992), Franke and Subba Rao (1995), Latour (1997), Silva and Oliveira (2004), Freeland and McCabe (2004a, 2004b, 2005), Jung and Tremayne (2006), Weiß (2008a), Cui and Lund (2010) and Bakouch and Ristić (2010).”
• Estimation in an Integer-Valued Autoregressive Process with Negative Binomial Marginals (NBINAR(1)) (2012, background): “Also, other marginals have been considered, such as geometric (Alzaid and Al-Osh, 1988 ), generalized Poisson (Alzaid and Al-Osh, 1993 ) and zero truncated Poisson (Bakouch and Ristic, 2010 ).”