3 citations · 5 across the 3 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…
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…