Highly flexible Poisson-Tweedie integer-valued GARCH models with automatic adaptation to dispersion

DOI10.1002/STA4.70073MaRDI QIDQ6893569zbMATH OpenFDO

Authors Lianyong Qian, Huaping Chen, Fukang Zhu

Publication date 26 November 2025

Published in Stat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/STA4.70073

zbMATH Keywords

integer-valued GARCHPoisson-Tweediequasi-maximum likelihoodstrict stationaritytime series of counts

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(1)

• On flexible affine weighted Poisson models for count data

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