activity
20172020
most citedPeriodically stationary multivariate autoregressive models

3 citations · 5 across the 2 of their papers we have counts for

collaborators

5 papers

stat.ME2020

A marginal moment matching approach for fitting endemic-epidemic models to underreported disease surveillance counts

Johannes Bracher, Leonhard Held

Count data are often subject to underreporting, especially in infectious disease surveillance. We propose an approximate maximum likelihood method to fit count time series models f…

stat.ME20192 cited

A new INARMA(1, 1) model with Poisson marginals

Johannes Bracher

We suggest an INARMA(1, 1) model with Poisson marginals which extends the INAR(1) in a similar way as the INGARCH(1, 1) does for the INARCH(1) model. The new model is equivalent to…

stat.AP2019

Endemic-epidemic models with discrete-time serial interval distributions for infectious disease prediction

Johannes Bracher, Leonhard Held

Multivariate count time series models are an important tool for the analysis and prediction of infectious disease spread. We consider the endemic-epidemic framework, an autoregress…

stat.ME2018

Comment on "Under-reported data analysis with INAR-hidden Markov chains"

Johannes Bracher

In Fernandez-Fontelo et al (Statis. Med. 2016, DOI 10.1002/sim.7026) hidden integer-valued autoregressive (INAR) processes are used to estimate reporting probabilities for various…

stat.ME20173 cited

Periodically stationary multivariate autoregressive models

Johannes Bracher, Leonhard Held

A class of multivariate periodic autoregressive models is proposed where coupling between time series is achieved through linear mean functions. Various response distributions with…