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Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach
4 references·2 citing·20 second hop
Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach (2008)Model selection, estimation and forecasti…Predictive density and conditional confidence interval accuracy tests (2005)Predictive density and condit…Coherent forecasting in integer time series models (2005)Coherent forecasting in integ…Bayesian predictions of low count time series (2004)Bayesian predictions of low c…Forecasting discrete valued low count time series (2003)Forecasting discrete valued l…Residuals-Based CUSUM Charts for Poisson INAR(1) Processes (2015)Residuals-Based CUSUM Charts …Efficient Probabilistic Forecasts for Counts (2011)Efficient Probabilistic Forec…Density forecasting: a survey (2000)Probabilistic Forecasts, Calibration and Sharpness (2007)Comparing and evaluating Bayesian predictive distributions of asset returns (2010)Time-Series Forecasting (2000)25 Years of Iif Time Series Forecasting: A Selective Review (2005)Asymptotic Inference about Predictive Ability (1996)Forecast horizon aggregation in integer autoregressive moving average (INARMA) models (2011)Comparing Predictive Accuracy (1994)Evaluating Density Forecasts with Applications to Financial Risk Management (1998)Evaluating Interval Forecasts (1998)NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES* (2007)Statistical tests for multiple forecast comparison (2012)Alternative tests for correct specification of conditional predictive densities (2018)Comparisons of MultivariateCUSUMCharts (1990)Control Charts Based on Attribute Data: Bibliography and Review (1997)Kollár Ádám Ferenc levelezése (2000)Monitoring a bivariate INAR(1) process with application to Hepatitis A (2019)Recent progress in parameter change test for integer-valued time series models (2021)Copula-based CUSUM charts for monitoring infectious disease using Markovian Poisson processes (2022)Bayesian Forecasting of Many Count-Valued Time Series (2019)
this work references cited by second hop

References

  • 2003Forecasting discrete valued low count time series182 cited
  • 2005Predictive density and conditional confidence interval accuracy tests108 cited
  • 2004Bayesian predictions of low count time series107 cited
  • 2005Coherent forecasting in integer time series models81 cited

Cited by

  • 2011Efficient Probabilistic Forecasts for Counts60 cited
  • 2015Residuals-Based CUSUM Charts for Poisson INAR(1) Processes18 cited

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