INARCH(1) processes: Higher-order moments and jumps (Q613159): Difference between revisions

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+https://doi.org/10.1016/j.spl.2010.08.001
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+W2127037338
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+Higher-order moments, cumulants and spectral densities of the NGINAR(1) process
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+Q3874992
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+Integer-Valued GARCH Process
@@ Property / cites work: Integer-Valued GARCH Process / rank @@
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+Poisson Autoregression
@@ Property / cites work: Poisson Autoregression / rank @@
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+Interventions in INGARCH processes
@@ Property / cites work: Interventions in INGARCH processes / rank @@
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+Time series of count data: Modeling, estimation and diagnostics
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+Thinning operations for modeling time series of counts -- a survey
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+Serial dependence and regression of Poisson INARMA models
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+Modelling time series of counts with overdispersion
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+Q3077490
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+Jumps in binomial AR(1) processes
@@ Property / cites work: Jumps in binomial AR(1) processes / rank @@
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+The INARCH(1) Model for Overdispersed Time Series of Counts
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+Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations
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