Huang, Lorick; Khabou, Mahmoud Nonlinear Poisson autoregression and nonlinear Hawkes processes. (English) Zbl 1524.60097 Stochastic Processes Appl. 161, 201-241 (2023). MSC: 60G55 62M10 62M09 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Zezhun; Dassios, Angelos Cluster point processes and Poisson thinning INARMA. (English) Zbl 1483.62149 Stochastic Processes Appl. 147, 456-480 (2022). MSC: 62M10 60G55 62P05 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Zhang, Yi; Samaranayake, V. A.; Olbricht, Gayla R.; Thimgan, Matthew Predicting Lifespan of Drosophila melanogaster a novel application of convolutional neural networks and zero-inflated autoregressive conditional Poisson model. (English) Zbl 07851285 Stat 10, No. 1, Paper No. e345, 11 p. (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Wehrli, Alexander; Wheatley, Spencer; Sornette, Didier Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes. (English) Zbl 1479.91386 Quant. Finance 21, No. 5, 729-752 (2021). MSC: 91G15 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Nasirzadeh, Roya; Zamani, Atefeh Poisson-Lindley INAR(1) processes: some estimation and forecasting methods. (English) Zbl 1469.62344 J. Iran. Stat. Soc. JIRSS 19, No. 2, 145-173 (2020). MSC: 62M10 62M20 × Cite Format Result Cite Review PDF Full Text: DOI
Liu, Zhengwei; Li, Qi; Zhu, Fukang Random environment binomial thinning integer-valued autoregressive process with Poisson or geometric marginal. (English) Zbl 1445.62232 Braz. J. Probab. Stat. 34, No. 2, 251-272 (2020). MSC: 62M10 60G55 62P25 × Cite Format Result Cite Review PDF Full Text: DOI Euclid
Wang, Xinyang; Wang, Dehui; Zhang, Haixiang Poisson autoregressive process modeling via the penalized conditional maximum likelihood procedure. (English) Zbl 1437.62341 Stat. Pap. 61, No. 1, 245-260 (2020). MSC: 62M10 60G55 62P25 × Cite Format Result Cite Review PDF Full Text: DOI
Morariu-Patrichi, Maxime On the weak-hash metric for boundedly finite integer-valued measures. (English) Zbl 1408.28007 Bull. Aust. Math. Soc. 98, No. 2, 265-276 (2018). Reviewer: Surjit Singh Khurana (Iowa City) MSC: 28A33 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kirchner, Matthias An estimation procedure for the Hawkes process. (English) Zbl 1406.62118 Quant. Finance 17, No. 4, 571-595 (2017). MSC: 62P05 62M10 60G55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bradley, R. C. On mixing properties of some INAR models. (English) Zbl 1358.60053 J. Math. Sci., New York 219, No. 5, 639-650 (2016) and Zap. Nauchn. Semin. POMI 441, 56-72 (2015). MSC: 60G10 60J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shephard, Neil; Yang, Justin J. Likelihood inference for exponential-trawl processes. (English) Zbl 1359.62347 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 251-281 (2016). MSC: 62M05 62M10 60E07 60G10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Lee, Sangyeol; Lee, Youngmi; Chen, Cathy W. S. Parameter change test for zero-inflated generalized Poisson autoregressive models. (English) Zbl 1359.62376 Statistics 50, No. 3, 540-557 (2016). MSC: 62M10 62F03 62F12 60G22 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Kirchner, Matthias Hawkes and INAR(\(\infty\)) processes. (English) Zbl 1338.60133 Stochastic Processes Appl. 126, No. 8, 2494-2525 (2016). MSC: 60G55 60F05 60J80 60F99 62M10 37M10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Gonçalves, Esmeralda; Mendes Lopes, Nazaré; Silva, Filipa A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model. (English) Zbl 1320.62200 Lith. Math. J. 55, No. 2, 231-242 (2015). MSC: 62M10 60G10 60G12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Hung, Tran Loc; Giang, Le Truong On bounds in Poisson approximation for integer-valued independent random variables. (English) Zbl 1329.60030 J. Inequal. Appl. 2014, Paper No. 291, 11 p. (2014). MSC: 60F05 60G55 60G50 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Huiming; Liu, Yunxiao; Li, Bo Notes on discrete compound Poisson model with applications to risk theory. (English) Zbl 1306.60050 Insur. Math. Econ. 59, 325-336 (2014). MSC: 60G51 60J75 91G40 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Kang, Jiwon; Lee, Sangyeol Parameter change test for Poisson autoregressive models. (English) Zbl 1305.62313 Scand. J. Stat. 41, No. 4, 1136-1152 (2014). MSC: 62M07 62M10 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Jazi, Mansour Aghababaei; Jones, Geoff; Lai, Chin-Diew First-order integer valued AR processes with zero inflated Poisson innovations. (English) Zbl 1281.62197 J. Time Ser. Anal. 33, No. 6, 954-963 (2012). MSC: 62M10 60G10 62F10 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Franke, Jürgen; Kirch, Claudia; Tadjuidje Kamgaing, Joseph Changepoints in times series of counts. (English) Zbl 1281.62181 J. Time Ser. Anal. 33, No. 5, 757-770 (2012). MSC: 62M07 62M10 62P10 62F10 62F05 × Cite Format Result Cite Review PDF Full Text: DOI
Neumann, Michael H. Absolute regularity and ergodicity of Poisson count processes. (English) Zbl 1277.60089 Bernoulli 17, No. 4, 1268-1284 (2011). MSC: 60G55 62M02 60G10 60J10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Matteson, David S.; McLean, Mathew W.; Woodard, Dawn B.; Henderson, Shane G. Forecasting emergency medical service call arrival rates. (English) Zbl 1223.62161 Ann. Appl. Stat. 5, No. 2B, 1379-1406 (2011). MSC: 62P10 62H25 62M20 62M10 62P99 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bakouch, Hassan S.; Ristić, Miroslav M. Zero truncated Poisson integer-valued AR\((1)\) model. (English) Zbl 1200.62099 Metrika 72, No. 2, 265-280 (2010). MSC: 62M10 62F12 62G05 62G20 × Cite Format Result Cite Review PDF Full Text: DOI
Drost, Feike C.; van den Akker, Ramon; Werker, Bas J. M. The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models. (English) Zbl 1200.62105 Bernoulli 15, No. 2, 297-324 (2009). MSC: 62M10 62M09 60J80 62G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Darolles, Serge; Gourieroux, Christian; Jasiak, Joann Structural Laplace transform and compound autoregressive models. (English) Zbl 1112.62090 J. Time Ser. Anal. 27, No. 4, 477-503 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 62M10 44A10 62M20 62P05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Gusak, D. V. Jump-over functionals for integer-valued Poisson processes. (Ukrainian, English) Zbl 1050.60051 Teor. Jmovirn. Mat. Stat. 68, 24-36 (2003); translation in Theory Probab. Math. Stat. 68, 27-40 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 60G55 × Cite Format Result Cite Review PDF
Picard, Philippe; Lefévre, Claude On the probability of (non-) ruin in infinity time. (English) Zbl 0979.91046 Scand. Actuar. J. 2001, No. 2, 148-161 (2001). Reviewer: A.D.Borisenko (Kyïv) MSC: 91B30 60K99 60G55 × Cite Format Result Cite Review PDF Full Text: DOI
Gusak, Dmytro V. The ruin problems for nonhomogeneous semicontinuous integer-valued processes. (English) Zbl 0993.60074 Theory Stoch. Process. 5(21), No. 3-4, 72-83 (1999). Reviewer: Mikhail Moklyachuk (Kyïv) MSC: 60J35 62P05 60K10 60K15 × Cite Format Result Cite Review PDF
Aly, Emad-Eldin A. A.; Bouzar, Nadjib On some integer-valued autoregressive moving average models. (English) Zbl 0811.62084 J. Multivariate Anal. 50, No. 1, 132-151 (1994). Reviewer: J.Anděl (Praha) MSC: 62M10 60G55 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Gal’chuk, L. I. Semimartingales of processes with independent increments and enlargement of filtration. (English. Russian original) Zbl 0807.60045 Theory Probab. Appl. 38, No. 3, 395-404 (1993); translation from Teor. Veroyatn. Primen. 38, No. 3, 491-502 (1993). MSC: 60G44 60J99 × Cite Format Result Cite Review PDF
Eisenberg, Bennett A variation of a theorem of Sparre Andersen. (English) Zbl 0808.60035 Stat. Probab. Lett. 14, No. 3, 219-222 (1992). MSC: 60G09 60K25 60C05 × Cite Format Result Cite Review PDF Full Text: DOI
Alzaid, A. A.; Al-Osh, M. An integer-valued p th-order autoregressive structure (INAR(p)) process. (English) Zbl 0704.62081 J. Appl. Probab. 27, No. 2, 314-324 (1990). Reviewer: J.Anděl MSC: 62M10 60G12 × Cite Format Result Cite Review PDF Full Text: DOI
Al-Osh, M; Alzaid, A. A. Integer-valued moving average (INMA) process. (English) Zbl 0654.62074 Stat. Hefte 29, No. 4, 281-300 (1988). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Bakhovets, E. B. On a class of integer valued Markov measures. (Russian) Zbl 0593.60062 Stochastic processes. Theory and practice, Collect. sci. Works, Kiev 1985, 3-14 (1985). Reviewer: M.Iosifescu MSC: 60G57 60G55 × Cite Format Result Cite Review PDF
Banys, R. Limit theorems for superpositions of multivariate integer-valued random processes. (English) Zbl 0432.60063 Lith. Math. J. 19, 15-24 (1979). MSC: 60G55 60B10 60F05 60G20 × Cite Format Result Cite Review PDF Full Text: DOI
Nawrotzki, Kurt Einige Bemerkungen zur Verwendung der Palmschen Verteilung in der Bedienungstheorie. (German) Zbl 0397.60043 Math. Operationsforsch. Stat., Ser. Optimization 9, 241-253 (1978). MSC: 60G55 60K25 × Cite Format Result Cite Review PDF Full Text: DOI