Forecasting discrete valued low count time series
Top Cited Papers
- 1 July 2004
- journal article
- Published by Elsevier in International Journal of Forecasting
- Vol. 20 (3) , 427-434
- https://doi.org/10.1016/s0169-2070(03)00014-1
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Chi-squared tests of interval and density forecasts, and the Bank of England’s fan chartsInternational Journal of Forecasting, 2003
- Some ARMA models for dependent sequences of poisson countsAdvances in Applied Probability, 1988
- FIRST‐ORDER INTEGER‐VALUED AUTOREGRESSIVE (INAR(1)) PROCESSJournal of Time Series Analysis, 1987