To analyse count time series data inflated at the r + 1 values {0,1,…,r}, we propose a new first-order integer-valued autoregressive process with r-geometrically inflated Poisson innovations. Some sta
We propose a broad class of count time series models, the mixed Poisson integer-valued stochastic intensity (INSI) models. The proposed parameter- driven specification in which the log-intensity follo
The last 3 columns present the results of the LRT and show the significances of each variable, correcting for the potential confounding effects of the other variables. No auto-regressive coefficient w
It is common for time series of unbounded counts (that is, nonnegative integers) to display overdispersion relative to the Poisson. Such an overdispersed series can be modeled by a hidden Markov model
