A binomial integer-valued ARCH model
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Cites work
- A model for integer-valued time series with conditional overdispersion
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- A two-component model for counts of infectious diseases
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- Bivariate binomial autoregressive models
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- Estimation in nonlinear time series models
- scientific article; zbMATH DE number 3174032 (Why is no real title available?)
- Inference in binomial AR(1) models
- Infinitely divisible distributions in integer-valued GARCH models
- Integer-Valued GARCH Process
- Model Checking via Parametric Bootstraps in Time Series Analysis
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Parameter estimation for binomial \(\mathrm{AR}(1)\) models with applications in finance and industry
Cited in
(11)- A Trinomial difference autoregressive model and its applications
- One- and two-sided monitoring schemes for BINARCH(1) processes
- On higher-order moments of INGARCH processes
- A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series
- Soft-clipping INGARCH models for time series of bounded counts
- A mixed BAR(1) model driven by serially dependent innovation with application
- Copula-based bivariate binomial \(\mathrm{ARCH}( p, q)\) process
- Two novel distances for ordinal time series and their application to fuzzy clustering
- Modelling bounded integer-valued time series of counts with a novel class of Conway–Maxwell–Poisson–Binomial ARCH models
- Tobit models for count time series
- Poisson Bilal INARCH(1) process
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