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Models for Integer Data
Annual Review of Statistics and Its Application ( IF 7.4 ) Pub Date : 2022-11-19 , DOI: 10.1146/annurev-statistics-032921-022516
Dimitris Karlis 1 , Naushad Mamode Khan 2
Affiliation  

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.

中文翻译:

 整数数据模型


在过去的几年中,人们对基于正整数和负整数定义的模型的兴趣有所增加。一些应用领域会产生正整数之间的差异数据。一些重要的例子包括金融应用中离散测量的价格变化、临床试验中离散结果的治疗前和治疗后测量、体育赛事中进球数的差异以及计数值时间序列的差异。这篇综述旨在汇集近几十年来文献中出现的各种模型。我们对为整数数据定义的离散分布进行了广泛的回顾,然后考虑单变量和多变量时间序列模型,包括自回归模型类、随机过程和 ARCH-GARCH–(自回归条件异方差–广义自回归条件异方差–)类型模型。
更新日期:2022-11-19
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