Maiti, Raju; Biswas, Atanu; Guha, Apratim; Ong, Seng Huat - Economics, Indian Institute of Management
In this article, a new kind of stationary zero-inflated Pegram's operator based integer-valued time series process of order p with Poisson marginal or ZIPPAR(p) is constructed for modelling a count time series consisting a large number of zeros compared to standard Poisson time series processes....