Signed compound poisson integer-valued GARCH processes (Q5078038): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: A Skellam GARCH model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new bivariate integer-valued GARCH model allowing for negative cross-correlation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integer-Valued GARCH Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinitely Divisible Distributions in Integer‐Valued Garch Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zero-inflated compound Poisson distributions in integer-valued GARCH models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4769223 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian modelling of football outcomes: using the Skellam's distribution for the goal difference / rank
 
Normal rank
Property / cites work
 
Property / cites work: A non-stationary integer-valued autoregressive model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Thinning-based models in the analysis of integer-valued time series: a review / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Frequency Distribution of the Difference Between Two Poisson Variates Belonging to Different Populations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modelling time series of counts with overdispersion / rank
 
Normal rank
Property / cites work
 
Property / cites work: A model for integer-valued time series with conditional overdispersion / rank
 
Normal rank
Property / cites work
 
Property / cites work: A regression model for time series of counts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for INAR\((p)\) processes with signed generalized power series thinning operator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized RCINAR(1) Process with Signed Thinning Operator / rank
 
Normal rank
Property / cites work
 
Property / cites work: A negative binomial integer-valued GARCH model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models / rank
 
Normal rank

Revision as of 02:03, 29 July 2024

scientific article; zbMATH DE number 7529967
Language Label Description Also known as
English
Signed compound poisson integer-valued GARCH processes
scientific article; zbMATH DE number 7529967

    Statements

    Signed compound poisson integer-valued GARCH processes (English)
    0 references
    20 May 2022
    0 references
    integer-valued time series
    0 references
    GARCH model
    0 references
    compound Poisson distributions
    0 references

    Identifiers