A negative binomial integer-valued GARCH model
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- scientific article; zbMATH DE number 5630239 (Why is no real title available?)
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- Modelling time series of counts with overdispersion
- Negative binomial and mixed poisson regression
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Cited in
(only showing first 100 items - show all)- Theoretical discussion and Monte-Carlo simulations for a negative binomial process paradox
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Influence diagnostics in log-linear integer-valued GARCH models
- A negative binomial mixture integer-valued GARCH model
- Robust closed-form estimators for the integer-valued GARCH(1,1) model
- A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
- On periodic ergodicity of a general periodic mixed Poisson autoregression
- Integer-valued moving average models with structural changes
- Ergodicity conditions for a double mixed Poisson autoregression
- Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns
- A model for integer-valued time series with conditional overdispersion
- Modeling time series of counts with COM-Poisson INGARCH models
- Inferential aspects of the zero-inflated Poisson INAR(1) process
- A Skellam GARCH model
- Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts
- Poisson difference integer valued autoregressive model of order one
- Flexible bivariate Poisson integer-valued GARCH model
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
- Time-varying auto-regressive models for count time-series
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
- Mixing properties of non-stationary INGARCH(1, 1) processes
- Integer-valued transfer function models for counts that show zero inflation
- Poisson QMLE for change-point detection in general integer-valued time series models
- Temporal aggregation and systematic sampling for INGARCH processes
- Recent progress in parameter change test for integer-valued time series models
- Minimum density power divergence estimator for negative binomial integer-valued GARCH models
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
- Modelling heavy-tailedness in count time series
- Self-excited hysteretic negative binomial autoregression
- A generalized mixture integer-valued GARCH model
- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
- Robust estimation for Poisson integer-valued GARCH models using a new hybrid loss
- Mean targeting estimator for the integer-valued GARCH(1, 1) model
- Robust quasi-likelihood estimation for the negative binomial integer-valued GARCH(1,1) model with an application to transaction counts
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
- Random rounded integer-valued autoregressive conditional heteroskedastic process
- Integer-valued bilinear model with dependent counting series
- Poisson QMLE of count time series models
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- Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models
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- Threshold negative binomial autoregressive model
- Estimation and testing linearity for non-linear mixed Poisson autoregressions
- A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model
- State-space models for count time series with excess zeros
- Count and duration time series with equal conditional stochastic and mean orders
- Necessary and sufficient conditions for the identifiability of observation‐driven models
- Corrigendum to Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models
- Geometric quasi-maximum likelihood estimation for a general class of integer-valued time series models
- Integer-valued bilinear time series model with signed generalized power series thinning operator
- QMLE of periodic integer-valued time series models
- SUPERPOSITIONED STATIONARY COUNT TIME SERIES
- Softplus INGARCH Model
- Test of parameter changes in a class of observation-driven models for count time series
- Signed compound poisson integer-valued GARCH processes
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
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- A new GJR‐GARCH model for ℤ‐valued time series
- Penalized empirical likelihood inference for the GINAR(p) model
- Parameter-driven state-space model for integer-valued time series with application
- Residual-based CUSUM of squares test for Poisson integer-valued GARCH models
- The limiting distribution of a non-stationary integer valued GARCH\((1,1)\) process
- Conditional maximum likelihood estimation for a class of observation-driven time series models for count data
- On count time series prediction
- Flexible and Robust Mixed Poisson INGARCH Models
- Infinitely divisible distributions in integer-valued GARCH models
- Tests for time series of counts based on the probability-generating function
- Drug resistance or re-emergence? Simulating equine parasites
- Change detection in INARCH time series of counts
- Negative binomial autoregressive process with stochastic intensity
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- A multiplicative thinning‐based integer‐valued GARCH model
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- On consistency for time series model selection
- On a periodic SETINAR model
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
- Periodic negative binomial INGARCH(1, 1) model
- Nearly unstable integer‐valued ARCH process and unit root testing
- Marginal likelihood estimation for the negative binomial INGARCH model
- Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function
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