Flexible bivariate Poisson integer-valued GARCH model
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Cites work
- scientific article; zbMATH DE number 1808197 (Why is no real title available?)
- A Useful Distribution for Fitting Discrete Data: Revival of the Conway–Maxwell–Poisson Distribution
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- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
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- Integer-Valued GARCH Process
- Limit theorems for iterated random functions
- Markov Chains and Stochastic Stability
- Maximization by Parts in Likelihood Inference
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
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- SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION
- Self-excited threshold Poisson autoregression
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Cited in
(17)- Some properties of multivariate INAR(1) processes
- A general procedure for change-point detection in multivariate time series
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
- Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Softplus beta negative binomial integer-valued GARCH model
- A note on the stability of multivariate non-linear time series with an application to time series of counts
- Temporal aggregation and systematic sampling for INGARCH processes
- Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts
- On consistency for time series model selection
- Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
- \( \mathbb{Z} \)-valued time series: models, properties and comparison
- A Poisson equation-based method for 3D reconstruction of animated images
- Multivariate generalized linear mixed models for underdispersed count data
- A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference
- Long-memory log-linear zero-inflated generalized Poisson autoregression for COVID-19 pandemic modeling
- Softplus negative binomial network autoregression
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