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Models for Integer Data
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DOI：10.1146/annurev-statistics-032921-022516.png)
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Abstract
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Over the past few years, interest has increased in models defined on positive and negative integers. Several application areas lead to data that are differences between positive integers. Some important examples are price changes measured discretely in financial applications, pre- and posttreatment measurements of discrete outcomes in clinical trials, the difference in the number of goals in sports events, and differencing of count-valued time series. This review aims at bringing together a wide range of models that have appeared in the literature in recent decades. We provide an extensive review on discrete distributions defined for integer data and then consider univariate and multivariate time-series models, including the class of autoregressive models, stochastic processes, and ARCH-GARCH-(autoregressive conditionally heteroskedastic-generalized autoregressive conditionally heteroskedastic-) type models.
Keywords:
univariate distributions
time-series models
thinning operators
Skellam distribution
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8.7
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211
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2.4K
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