메뉴 건너뛰기




Volumn 19, Issue 4, 2008, Pages 369-393

INAR(1) modeling of overdispersed count series with an environmental application

Author keywords

INAR(1) model; Integer valued prediction; Likelihood based inference; Poisson mixture; Poisson binomial mixture; Threshold rain rate coverage

Indexed keywords

ALGORITHM; INNOVATION; MARKOV CHAIN; MODELING; POISSON RATIO; SPATIAL DISTRIBUTION;

EID: 46849102776     PISSN: 11804009     EISSN: 1099095X     Source Type: Journal    
DOI: 10.1002/env.883     Document Type: Article
Times cited : (28)

References (40)
  • 1
    • 0037548308 scopus 로고
    • First-order autoregressive time series with negative binomial and geometric marginals
    • Al-Osh MA, AIy EAA. 1992. First-order autoregressive time series with negative binomial and geometric marginals. Communications in Statistics - Theory and Methods 21: 2483-2492.
    • (1992) Communications in Statistics - Theory and Methods , vol.21 , pp. 2483-2492
    • Al-Osh, M.A.1    AIy, E.A.A.2
  • 2
    • 84986870293 scopus 로고
    • First-order integer-valued autoregressive (INAR(1)) process
    • Al-Osh MA, Alzaid AA. 1987. First-order integer-valued autoregressive (INAR(1)) process. Journal of Time Series Analysis 8(3): 261-275.
    • (1987) Journal of Time Series Analysis , vol.8 , Issue.3 , pp. 261-275
    • Al-Osh, M.A.1    Alzaid, A.A.2
  • 3
    • 84995047891 scopus 로고
    • First-order integer-valued autoregressive process: Distributional and regression properties
    • Alzaid AA, Al-Osh MA. 1988. First-order integer-valued autoregressive process: distributional and regression properties. Statistica Neerlandica 42: 53-61.
    • (1988) Statistica Neerlandica , vol.42 , pp. 53-61
    • Alzaid, A.A.1    Al-Osh, M.A.2
  • 4
    • 0001089258 scopus 로고
    • An integer-valued pth-order autoregressive structure (INAR(p)) process
    • Alzaid AA, Al-Osh MA. 1990. An integer-valued pth-order autoregressive structure (INAR(p)) process. Journal of Applied Probability 27: 314-324.
    • (1990) Journal of Applied Probability , vol.27 , pp. 314-324
    • Alzaid, A.A.1    Al-Osh, M.A.2
  • 5
    • 0347616430 scopus 로고    scopus 로고
    • Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data
    • Böckenholt U. 1999. Mixed INAR(1) Poisson regression models: analyzing heterogeneity and serial dependencies in longitudinal count data. Journal of Econometrics 89: 317-338.
    • (1999) Journal of Econometrics , vol.89 , pp. 317-338
    • Böckenholt, U.1
  • 7
    • 1842617366 scopus 로고    scopus 로고
    • Generalized integer-valued autoregression
    • Brännäs K, Hellström J. 2001. Generalized integer-valued autoregression. Econometric Reviews 20(4): 425-443.
    • (2001) Econometric Reviews , vol.20 , Issue.4 , pp. 425-443
    • Brännäs, K.1    Hellström, J.2
  • 8
    • 2942562040 scopus 로고    scopus 로고
    • Difference equations for the higher order moments and cumulants of the INAR(1) model
    • DaSilva ME, Oliveira VL. 2004. Difference equations for the higher order moments and cumulants of the INAR(1) model. Journal of Time Series Analysis 25(3): 317-333.
    • (2004) Journal of Time Series Analysis , vol.25 , Issue.3 , pp. 317-333
    • DaSilva, M.E.1    Oliveira, V.L.2
  • 9
    • 84981474440 scopus 로고
    • The integer-valued autoregressive (INAR(p)) model
    • Du JG, Li Y. 1991. The integer-valued autoregressive (INAR(p)) model. Journal of Time Series Analysis 12(2): 129-142.
    • (1991) Journal of Time Series Analysis , vol.12 , Issue.2 , pp. 129-142
    • Du, J.G.1    Li, Y.2
  • 10
    • 0041002433 scopus 로고
    • Conditional maximum likelihood estimates for INAR(1) processes and their application to modelling epileptic seizure counts
    • Subba Rao T ed, Chapman & Hall: London;
    • Franke J, Selingmann T. 1993. Conditional maximum likelihood estimates for INAR(1) processes and their application to modelling epileptic seizure counts. In Developments in Time Series Analysis, Subba Rao T (ed.). Chapman & Hall: London; 310-330.
    • (1993) Developments in Time Series Analysis , pp. 310-330
    • Franke, J.1    Selingmann, T.2
  • 11
    • 3943051293 scopus 로고    scopus 로고
    • Analysis of low count time series data by Poisson autoregression
    • Freeland RK, McCabe BPM. 2004a. Analysis of low count time series data by Poisson autoregression. Journal of Time Series Analysis 25(5): 701-722.
    • (2004) Journal of Time Series Analysis , vol.25 , Issue.5 , pp. 701-722
    • Freeland, R.K.1    McCabe, B.P.M.2
  • 13
    • 20444476777 scopus 로고    scopus 로고
    • Asymptotic properties of CLS estimators in the Poisson AR(1) model
    • Freeland RK, McCabe BPM. 2005. Asymptotic properties of CLS estimators in the Poisson AR(1) model. Statistics and Probability Letters 73(2): 147-153.
    • (2005) Statistics and Probability Letters , vol.73 , Issue.2 , pp. 147-153
    • Freeland, R.K.1    McCabe, B.P.M.2
  • 14
    • 1842502048 scopus 로고    scopus 로고
    • Heterogeneous INAR(1) model with application to car insurance
    • Gourieroux C, Jasiak J. 2004. Heterogeneous INAR(1) model with application to car insurance. Insurance: Mathematics and Economics 34(2): 177-192.
    • (2004) Insurance: Mathematics and Economics , vol.34 , Issue.2 , pp. 177-192
    • Gourieroux, C.1    Jasiak, J.2
  • 15
    • 0025224314 scopus 로고
    • Multiscaling properties of spatial rainfall and river flow distributions
    • Gupta VK, Waymire EC. 1990. Multiscaling properties of spatial rainfall and river flow distributions. Journal of Geophysical Research 95: 1999-2009.
    • (1990) Journal of Geophysical Research , vol.95 , pp. 1999-2009
    • Gupta, V.K.1    Waymire, E.C.2
  • 16
    • 0027456173 scopus 로고
    • A statistical analysis of mesoscale rainfall as a random cascade
    • Gupta VK, Waymire EC. 1993. A statistical analysis of mesoscale rainfall as a random cascade. Journal of Applied Meteorology 32: 251-267.
    • (1993) Journal of Applied Meteorology , vol.32 , pp. 251-267
    • Gupta, V.K.1    Waymire, E.C.2
  • 18
    • 33645727726 scopus 로고    scopus 로고
    • Estimation in conditional first order autoregression with discrete support
    • Jung RC, Ronning G, Tremayne AR. 2005. Estimation in conditional first order autoregression with discrete support. Statistical Papers 46: 195-224.
    • (2005) Statistical Papers , vol.46 , pp. 195-224
    • Jung, R.C.1    Ronning, G.2    Tremayne, A.R.3
  • 20
    • 5844425469 scopus 로고
    • Optimal thresholds for a mixture of lognormal distributions as the continuous part of the mixed distribution
    • Kayano K, Shimizu K. 1994. Optimal thresholds for a mixture of lognormal distributions as the continuous part of the mixed distribution. Journal of Applied Meteorology 33(12): 1543-1550.
    • (1994) Journal of Applied Meteorology , vol.33 , Issue.12 , pp. 1543-1550
    • Kayano, K.1    Shimizu, K.2
  • 21
    • 0000661147 scopus 로고
    • On the threshold method for rainfall estimation: Choosing the optimal threshold level
    • Kedem B, Pavlopoulos H. 1991. On the threshold method for rainfall estimation: choosing the optimal threshold level. Journal of the American Statistical Association 86: 626-633.
    • (1991) Journal of the American Statistical Association , vol.86 , pp. 626-633
    • Kedem, B.1    Pavlopoulos, H.2
  • 22
    • 0345565915 scopus 로고    scopus 로고
    • Existence and stochastic structure of a non-negative integer-valued autoregressive process
    • Latour A. 1998. Existence and stochastic structure of a non-negative integer-valued autoregressive process. Journal of Time Series Analysis 19(4): 439-455.
    • (1998) Journal of Time Series Analysis , vol.19 , Issue.4 , pp. 439-455
    • Latour, A.1
  • 24
    • 0003286354 scopus 로고
    • Mixture Models: Theory, Geometry and Applications
    • Institute of Mathematical Statistics and American Statistical Association
    • Lindsay BG. 1995. Mixture Models: Theory, Geometry and Applications. NSF-CBMS Regional Conference Series in Probability and Statistics 5, Institute of Mathematical Statistics and American Statistical Association.
    • (1995) NSF-CBMS Regional Conference Series in Probability and Statistics , vol.5
    • Lindsay, B.G.1
  • 25
  • 27
    • 84978550044 scopus 로고
    • Some simple models for discrete variate time series
    • McKenzie E. 1985. Some simple models for discrete variate time series. Water Resources Bulletin 21: 645-650.
    • (1985) Water Resources Bulletin , vol.21 , pp. 645-650
    • McKenzie, E.1
  • 28
    • 67649652030 scopus 로고    scopus 로고
    • Handbook of Statistics
    • eds, Elsevier Science: North Holland
    • McKenzie E. 2003. Discrete variate time series. In Handbook of Statistics, Vol. 21, Shanbhag D, Rao C (eds). Elsevier Science: North Holland.
    • (2003) Discrete variate time series , vol.21
    • McKenzie, E.1
  • 31
    • 0035270957 scopus 로고    scopus 로고
    • Statistical methods of estimating average rainfall over large space-time scales using data from the TRMM precipitation radar
    • Meneghini R, Jones JA, Iguch T, Okamoto K, Kwiatkowski J. 2001. Statistical methods of estimating average rainfall over large space-time scales using data from the TRMM precipitation radar.Journal of Applied Meteorology 40 (3): 568-585.
    • (2001) Journal of Applied Meteorology , vol.40 , Issue.3 , pp. 568-585
    • Meneghini, R.1    Jones, J.A.2    Iguch, T.3    Okamoto, K.4    Kwiatkowski, J.5
  • 33
    • 46849092891 scopus 로고    scopus 로고
    • On the threshold method for marked spatial point processes
    • Sakaguchi T, Mase S. 2003. On the threshold method for marked spatial point processes. Journal of the Japan Statistical Society 33(1): 23-37.
    • (2003) Journal of the Japan Statistical Society , vol.33 , Issue.1 , pp. 23-37
    • Sakaguchi, T.1    Mase, S.2
  • 34
    • 5244363141 scopus 로고
    • A further study of the estimation of area rain rate moments by the threshold method
    • Shimizu K, Kayano K. 1994. A further study of the estimation of area rain rate moments by the threshold method. Journal of the Meteorological Society of Japan 72(6): 833-839.
    • (1994) Journal of the Meteorological Society of Japan , vol.72 , Issue.6 , pp. 833-839
    • Shimizu, K.1    Kayano, K.2
  • 35
    • 0004950239 scopus 로고
    • Single- and double-threshold methods for estimating the variance of area rain rate
    • Shimizu K, Short DA, Kedem B. 1993. Single- and double-threshold methods for estimating the variance of area rain rate. Journal of the Meteorological Society of Japan 71(6): 673-683.
    • (1993) Journal of the Meteorological Society of Japan , vol.71 , Issue.6 , pp. 673-683
    • Shimizu, K.1    Short, D.A.2    Kedem, B.3
  • 37
    • 0027387198 scopus 로고
    • Optimal thresholds for the estimation of area rain-rate moments by the threshold method
    • Short DA, Shimizu K, Kedem B. 1993. Optimal thresholds for the estimation of area rain-rate moments by the threshold method. Journal of Applied Meteorology 32(2): 182-192.
    • (1993) Journal of Applied Meteorology , vol.32 , Issue.2 , pp. 182-192
    • Short, D.A.1    Shimizu, K.2    Kedem, B.3
  • 38
    • 0000234070 scopus 로고
    • Discrete analogues of self-decomposability and stability
    • Steutel W, Van Ham K. 1979. Discrete analogues of self-decomposability and stability. Annals of Probability 7(5): 893-899.
    • (1979) Annals of Probability , vol.7 , Issue.5 , pp. 893-899
    • Steutel, W.1    Van Ham, K.2
  • 39
    • 0032855974 scopus 로고    scopus 로고
    • Integer-valued autoregressive models for tipping bucket rainfall measurements
    • Thyregod P, Carstensen J, Madsen H, Arnbjerg-Nielsen K. 1999. Integer-valued autoregressive models for tipping bucket rainfall measurements. Environmetrics 10: 395-411.
    • (1999) Environmetrics , vol.10 , pp. 395-411
    • Thyregod, P.1    Carstensen, J.2    Madsen, H.3    Arnbjerg-Nielsen, K.4
  • 40
    • 0002754191 scopus 로고
    • Model checking via parametric bootstraps in time series analysis
    • Tsay RS. 1992. Model checking via parametric bootstraps in time series analysis. Applied Statistics 41: 1-15.
    • (1992) Applied Statistics , vol.41 , pp. 1-15
    • Tsay, R.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.