The following pages link to A Skellam GARCH model (Q1994038):
Displayed 7 items.
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model (Q2233662) (← links)
- Integer‐valued asymmetric garch modeling (Q5012864) (← links)
- Signed compound poisson integer-valued GARCH processes (Q5078038) (← links)
- A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
- (Q5856502) (← links)
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application (Q6179146) (← links)
- \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)