Ovielt Baltodano Lopez, Federico Bassetti, Giulia Carallo, Roberto Casarin
arXiv 4 Feb 2022 · Statistics — Methodology · publishedEconometrics and Statistics (2025) · 1 citations (OpenAlex)
arXiv:2202.02029 · PDF · DOI · OpenAlex · Extracted main text
A new integer--valued autoregressive process (INAR) with Generalised Lagrangian Katz (GLK) innovations is defined. This process family provides a flexible modelling framework for count data, allowing for under and over--dispersion, asymmetry, and excess of kurtosis and includes standard INAR models such as Generalized Poisson and Negative Binomial as special cases. We show that the GLK--INAR process is discrete semi--self--decomposable, infinite divisible, stable by aggregation and provides stationarity conditions. Some extensions are discussed, such as the Markov--Switching and the zero--inflated GLK--INARs. A Bayesian inference framework and an efficient posterior approximation procedure are introduced. The proposed models are applied to 130 time series from Google Trend, which proxy the worldwide public concern about climate change. New evidence is found of heterogeneity across time, countries and keywords in the persistence, uncertainty, and long--run public awareness level.
appendix boundary found by appendix_command · 66% of the source is main text. Read the extracted text to check this.
The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Janardan, K (1998) Generalized Polya Eggenberger family of distributions and its relation to Lagrangian Katz family | 0.888 | 10 | 4 | 70% |
| 2 | Al-Osh, M., & Alzaid, A. A (1987) First-order integer-valued autoregressive (INAR (1)) process | 0.874 | 7 | 2 | 100% |
| 3 | Consul, P. C., & Famoye, F (2006) Lagrangian probability distributions | 0.860 | 11 | 4 | 64% |
| 4 | Neal, P., & Subba Rao, T (2007) MCMC for integer-valued ARMA processes | 0.843 | 3 | 3 | 100% |
| 5 | Kim, H., & Lee, S (2017) On first-order integer-valued autoregressive process with Katz family innovations | 0.737 | 3 | 2 | 100% |
| 6 | Lineman, M., Do, Y., Kim, J. Y., & Joo, G.-J (2015) Talking about climate change and global warming | 0.737 | 3 | 2 | 100% |
| 7 | Al-Osh, M. A., & Aly, E.-E. A (1992) First order autoregressive time series with negative binomial and geometric marginals | 0.644 | 2 | 2 | 100% |
| 8 | Alzaid, A., & Al-Osh, M (1993) Generalized Poisson ARMA processes | 0.644 | 2 | 2 | 100% |
| 9 | Pedeli, X., & Karlis, D (2011) A bivariate INAR(1) process with application | 0.644 | 2 | 2 | 100% |
| 10 | Steutel, F. W., & van Harn, K (1979) Discrete analogues of self-decomposability and stability | 0.644 | 2 | 2 | 100% |
Showing the top 10 of 70 scored citations.