A negative binomial mixture integer-valued GARCH model (Q1636737)
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scientific article; zbMATH DE number 6885665
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| English | A negative binomial mixture integer-valued GARCH model |
scientific article; zbMATH DE number 6885665 |
Statements
A negative binomial mixture integer-valued GARCH model (English)
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12 June 2018
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time series of counts
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mixture model
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negative binomial
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overdispersion
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0.8941777944564819
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0.8721838593482971
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0.8574504852294922
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0.8434844017028809
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0.8371077179908752
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