Contents
Preface..................................................................................................xi
Editors................................................................................................. xv
Contributors........................................................................................ xvii
Section I Methods for Univariate Count Processes
1. Statistical Analysis of Count Time Series Models: A GLM Perspective ..............3
Konstantinos Fokianos
2. Markov Models for Count Time Series ................................................... 29
Harry Joe
3. Generalized Linear Autoregressive Moving Average Models . ....................... 51
William T.M. Dunsmuir
4. Count Time Series with Observation-Driven Autoregressive Parameter
Dynamics ....................................................................................... 77
Dag Tjøstheim
5. Renewal-Based Count Time Series ....................................................... 101
Robert Lund and James Livsey
6. State Space Models for Count Time Series.............................................. 121
Richard A. Davis and William T.M. Dunsmuir
7. Estimating Equation Approaches for Integer-Valued Time Series Models........ 145
Aerambamoorthy Thavaneswaran and Nalini Ravishanker
8. Dynamic Bayesian Models for Discrete-Valued Time Series . ....................... 165
Dani Gamerman, Carlos A. Abanto-Valle, Ralph S. Silva, and Thiago G. Martins
Section II Diagnostics and Applications
9. Model Validation and Diagnostics........................................................189
Robert C. Jung, Brendan P.M. McCabe, and A.R. Tremayne
vii
viii Contents
10. Detection of Change Points in Discrete-Valued Time Series ........................ 219
Claudia Kirch and Joseph Tadjuidje Kamgaing
11. Bayesian Modeling of Time Series of Counts with Business Applications . ...... 245
Rek Soyer, Tevk Aktekin, and Bumsoo Kim
Section III Binary and Categorical-Valued Time Series
12. Hidden Markov Models for Discrete-Valued Time Series ........................... 267
Iain L. MacDonald and Walter Zucchini
13. Spectral Analysis of QualitativeTime Series ........................................... 287
David Stoffer
14. Coherence Consideration in Binary TimeSeries Analysis ........................... 311
Benjamin Kedem
Section IV Discrete-Valued Spatio-Temporal Processes
15. Hierarchical Dynamic Generalized Linear Mixed Models for Discrete-Valued
Spatio-Temporal Data ....................................................................... 327
Scott H. Holan and Christopher K. Wikle
16. Hierarchical Agent-Based Spatio-Temporal Dynamic Models
for Discrete-ValuedData....................................................................349
Christopher K. Wikle and Mevin B. Hooten
17. Autologistic Regression Models for Spatio-Temporal Binary Data. .. .............. 367
Jun Zhu and Yanbing Zheng
18. Spatio-Temporal Modeling for Small Area Health Analysis......................... 387
Andrew B. Lawson and Ana Corberán-Vallet
Section V Multivariate and Long Memory
Discrete-Valued Processes
19. Models for MultivariateCount Time Series ............................................ 407
Dimitris Karlis
ix Contents
20. Dynamic Models for Time Series of Counts with a Marketing Application .. .. .. 425
Nalini Ravishanker, Rajkumar Venkatesan, and Shan Hu
21. Long Memory Discrete-Valued Time Series............................................. 447
Robert Lund, Scott H. Holan, and James Livsey
Index..................................................................................................459
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