Marginal Analysis of Count Time Series in the Presence of Missing Observations
存在缺失观测时计数时间序列的边际分析
Time series in real-world applications often have missing observations, making typical analytical methods unsuitable. One method for dealing with missing data is the concept of amplitude modulation. While this principle works with any data, here, missing data for unbounded and bounded count time series are investigated, where tailor-made dispersion and skewness statistics are used for model diagnostics. General closed-form asymptotic formulas are derived for such statistics…