Thinning-based models in the analysis of integer-valued time series: a review

• Published in: Statistical modelling Vol. 15; no. 6; pp. 590 - 618
• Main Authors: Scotto, Manuel G., Weiß, Christian H., Gouveia, Sónia
• Format: Journal Article
• Language: English
• Published: New Delhi, India SAGE Publications 01.12.2015
• Subjects: thinning operators; time series; autocorrelation function(ACF); counts

This article aims at providing a comprehensive survey of recent developments in the field of integer-valued time series modelling, paying particular attention to models obtained as discrete counterparts of conventional autoregressive moving average and bilinear models, and based on the concept of th...