Forecasting transaction counts with integer-valued GARCH models
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Cites work
- A model for integer-valued time series with conditional overdispersion
- A negative binomial integer-valued GARCH model
- An Introduction to Discrete‐Valued Time Series
- An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
- Autoregressive conditional negative binomial model applied to over-dispersed time series of counts
- Count and duration time series with equal conditional stochastic and mean orders
- Efficient Probabilistic Forecasts for Counts
- Integer-Valued GARCH Process
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Modeling time series of counts with COM-Poisson INGARCH models
- Negative binomial quasi-likelihood inference for general integer-valued time series models
- On weak dependence conditions for Poisson autoregressions
- Poisson QMLE of count time series models
- Poisson autoregression
- Quasi-likelihood inference for negative binomial time series models
- Regression analysis of count data
- Softplus INGARCH Model
- Theory and inference for a class of nonlinear models with application to time series of counts
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
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