{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,24]],"date-time":"2026-03-24T15:43:23Z","timestamp":1774367003298,"version":"3.50.1"},"reference-count":15,"publisher":"Springer Science and Business Media LLC","issue":"4","license":[{"start":{"date-parts":[[2008,9,2]],"date-time":"2008-09-02T00:00:00Z","timestamp":1220313600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Stat Methods Appl"],"published-print":{"date-parts":[[2009,11]]},"DOI":"10.1007\/s10260-008-0108-6","type":"journal-article","created":{"date-parts":[[2008,9,1]],"date-time":"2008-09-01T07:44:25Z","timestamp":1220255065000},"page":"507-519","source":"Crossref","is-referenced-by-count":79,"title":["Modelling time series of counts with overdispersion"],"prefix":"10.1007","volume":"18","author":[{"given":"Christian H.","family":"Wei\u00df","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2008,9,2]]},"reference":[{"issue":"4","key":"108_CR1","first-page":"305","volume":"7","author":"AK Bera","year":"1993","unstructured":"Bera AK, Higgins ML (1993) ARCH models: properties, estimation and testing. J Time Ser Anal 7(4): 305\u2013366","journal-title":"J Time Ser Anal"},{"key":"108_CR2","first-page":"63","volume-title":"Asymptotics, nonparametrics and time series","author":"RA Davis","year":"1999","unstructured":"Davis RA, Dunsmuir WTM, Wang Y (1999) Modelling time series of count data. In: Ghosh S(eds) Asymptotics, nonparametrics and time series. Marcel Dekker, New York, pp 63\u2013114"},{"key":"108_CR3","volume-title":"Stochastic processes","author":"JL Doob","year":"1953","unstructured":"Doob JL (1953) Stochastic processes. Wiley, New York"},{"issue":"5","key":"108_CR4","doi-asserted-by":"crossref","first-page":"1127","DOI":"10.2307\/2999632","volume":"66","author":"RF Engle","year":"1998","unstructured":"Engle RF, Russell JR (1998) Autoregressive conditional duration: a new model for irregularly spaced transaction data. Econometrica 66(5): 1127\u20131162","journal-title":"Econometrica"},{"issue":"6","key":"108_CR5","doi-asserted-by":"crossref","first-page":"923","DOI":"10.1111\/j.1467-9892.2006.00496.x","volume":"27","author":"R Ferland","year":"2006","unstructured":"Ferland R, Latour A, Oraichi D (2006) Integer-valued GARCH processes. J Time Ser Anal 27(6): 923\u2013942","journal-title":"J Time Ser Anal"},{"key":"108_CR6","unstructured":"Freeland RK (1998) Statistical analysis of discrete time series with applications to the analysis of workers compensation claims data. PhD Thesis, University of British Columbia, Canada"},{"issue":"1","key":"108_CR7","doi-asserted-by":"crossref","first-page":"97","DOI":"10.2307\/1403596","volume":"61","author":"DJ Friedman","year":"1993","unstructured":"Friedman DJ (1993) Some considerations in the use of quality control techniques in integrated circuit fabrication. Int Stat Rev 61(1): 97\u2013107","journal-title":"Int Stat Rev"},{"issue":"4","key":"108_CR8","doi-asserted-by":"crossref","first-page":"451","DOI":"10.1080\/00224065.1996.11979703","volume":"28","author":"PA Heimann","year":"1996","unstructured":"Heimann PA (1996) Attributes control charts with large sample sizes. J Qual Technol 28(4): 451\u2013459","journal-title":"J Qual Technol"},{"key":"108_CR9","doi-asserted-by":"crossref","unstructured":"Heinen A (2003) Modelling time series count data: an autoregressive conditional poisson model. Center for Operations Research and Econometrics (CORE) Discussion Paper No. 2003-63, University of Louvain, Belgium","DOI":"10.2139\/ssrn.1117187"},{"key":"108_CR10","doi-asserted-by":"crossref","first-page":"2350","DOI":"10.1016\/j.csda.2006.08.001","volume":"51","author":"RC Jung","year":"2006","unstructured":"Jung RC, Kukuk M, Liesenfeld R (2006) Time series of count data: modelling, estimation and diagnostics. Comput Stat Data Anal 51: 2350\u20132364","journal-title":"Comput Stat Data Anal"},{"key":"108_CR11","volume-title":"Hidden Markov and other models for discrete-valued time series","author":"IL MacDonald","year":"1997","unstructured":"MacDonald IL, Zucchini W (1997) Hidden Markov and other models for discrete-valued time series. Chapman & Hall, London"},{"key":"108_CR12","unstructured":"Paroli R, Redaelli G, Spezia L (2000) Poisson hidden Markov models for time series of overdispersed insurance counts. ASTIN Colloquium International Actuarial Association- Brussels, Belgium, pp 461\u2013474"},{"issue":"6","key":"108_CR13","doi-asserted-by":"crossref","first-page":"741","DOI":"10.1002\/qre.875","volume":"23","author":"CH Wei\u00df","year":"2007","unstructured":"Wei\u00df CH (2007) Controlling correlated processes of Poisson counts. Qual Reliab Eng Int 23(6): 741\u2013754","journal-title":"Qual Reliab Eng Int"},{"issue":"10","key":"108_CR14","doi-asserted-by":"crossref","first-page":"2975","DOI":"10.1016\/j.jspi.2007.11.009","volume":"138","author":"CH Wei\u00df","year":"2008","unstructured":"Wei\u00df CH (2008) Serial dependence and regression of poisson INARMA models. J Stat Plan Inference 138(10): 2975\u20132990","journal-title":"J Stat Plan Inference"},{"issue":"3","key":"108_CR15","doi-asserted-by":"crossref","first-page":"319","DOI":"10.1007\/s10182-008-0072-3","volume":"92","author":"CH Wei\u00df","year":"2008","unstructured":"Wei\u00df CH (2008) Thinning operations for modelling time series of counts\u2014A survey. Adv Stat Analy (AStA) 92(3): 319\u2013341","journal-title":"Adv Stat Analy (AStA)"}],"container-title":["Statistical Methods and Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-008-0108-6.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10260-008-0108-6\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-008-0108-6","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,29]],"date-time":"2019-05-29T11:46:34Z","timestamp":1559130394000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10260-008-0108-6"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2008,9,2]]},"references-count":15,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2009,11]]}},"alternative-id":["108"],"URL":"https:\/\/doi.org\/10.1007\/s10260-008-0108-6","relation":{},"ISSN":["1618-2510","1613-981X"],"issn-type":[{"value":"1618-2510","type":"print"},{"value":"1613-981X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2008,9,2]]}}}