참고문헌
- Al-Osh, M. A. and Aly, E. E. A. A. (1992). First order autoregressive time series with negative binomial and geometric marginals, Communications in Statistics-Theory and Methods, 21, 2483–2492. https://doi.org/10.1080/03610929208830925
- Al-Osh, M. A. and Alzaid, A. A. (1987). First-order integer-valued autoregressive(INAR(1)) process, Journal of Time Series Analysis, 8, 261–275. https://doi.org/10.1111/j.1467-9892.1987.tb00438.x
- Alzaid, A. A. and Al-Osh, M. A. (1993). Some autoregressive moving average processes with generalized Poisson, Annals of the Institute of Statistical Mathematics, 45, 223–232. https://doi.org/10.1007/BF00775809
- Consul, P. C. and Jain, G. C. (1973). A generalized Poisson distribution, Technometrics, 15, 791–799. https://doi.org/10.2307/1267389
- Freeland, K. (1998). Statistical analysis of discrete time series with application to the analysis of workers compensation claims data, PhD thesis, University of British Columbia.
- Joe, H. (1996). Time series models with univariate margins in the convolution-closed infinitely divisible class, Journal of Applied Probability, 33, 664–677. https://doi.org/10.2307/3215348
- Joe, H. and Zhu, R. (2005). Generalized Poisson distribution: The property of mixture of Poisson and comparison with negative binomial distribution, Biometrical Journal, 47, 219–229. https://doi.org/10.1002/bimj.200410102
- Jung, R. C. and Tremayne, A. R. (2003). Testing for serial dependence in time series models of counts, Journal of Time Series Analysis, 24, 65–84. https://doi.org/10.1111/1467-9892.00293
- Jung, R. C. and Tremayne, A. R. (2006). Binomial thinning models for integer time series, Statistical Modelling, 6, 81–96. https://doi.org/10.1191/1471082X06st114oa
- Ljung, G. M. and Box, G. E. P. (1978). On a measure of lack of fit in time series models, Biometrika, 65, 297–303. https://doi.org/10.1093/biomet/65.2.297
- McKenzie, E. (1985). Some simple models for discrete variate time series, Water Resour Bulletin, 21, 645–650. https://doi.org/10.1111/j.1752-1688.1985.tb05379.x
- Mills, T. M. and Seneta, E. (1989). Goodness-of-fit for a branching process with immigration using sample partial autocorrelations, Stochastic Processes and Their Applications, 33, 151–161. https://doi.org/10.1016/0304-4149(89)90072-0
- Nikoloulopoulos, A. K. and Karlis, D. (2008). On modeling count data: A comparison of some well-known discrete distributions, Journal of Statistical Computation and Simulation, 78, 437–457. https://doi.org/10.1080/10629360601010760
- Steutel, F. W. and van Harn, K. (1979). Discrete analogues of self-decomposability and stability, The Annals of Probability, 7, 893–899. https://doi.org/10.1214/aop/1176994950
- Venkataraman, K. N. (1982). A time series approach to the study of the simple subcritical Galton Watson process with immigration, Advances in Applied Probability, 14, 1-20. https://doi.org/10.2307/1426730
- Wald, A. and Wolfowitz, J. (1940). On a test whether two samples are from the same population, Annals of Mathematical Statistics, 11, 147–162.
- Weiss, C. H. (2008). Thinning operations for modeling time series of counts-a survey, Advances in Statistical Analysis, 92, 319–341. https://doi.org/10.1007/s10182-008-0072-3
- Zheng, H., Basawa, I. V. and Datta, S. (2007). First-order random coefficient integer-valued autore-gressive processes, Journal of Statistical Planning and Inference, 137, 212–229. https://doi.org/10.1016/j.jspi.2005.12.003