A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
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Cites work
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- Monitoring correlated processes with binomial marginals
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- Theory and inference for a class of nonlinear models with application to time series of counts
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Cited in
(10)- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- \( \mathbb{Z} \)-valued time series: models, properties and comparison
- A Trinomial difference autoregressive model and its applications
- A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series
- A mixed BAR(1) model driven by serially dependent innovation with application
- Modeling endpoint inflations in counting time series data with dependent thinning operator
- Binary INGARCH models with different link functions
- Modelling bounded integer-valued time series of counts with a novel class of Conway–Maxwell–Poisson–Binomial ARCH models
- Conditional minimum density power divergence estimator for self-exciting integer-valued threshold autoregressive models
- A new integer-valued threshold autoregressive process based on modified negative binomial operator driven by explanatory variables
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