Modelling heavy-tailedness in count time series (Q2174735)
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scientific article; zbMATH DE number 7193551
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| default for all languages | No label defined |
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| English | Modelling heavy-tailedness in count time series |
scientific article; zbMATH DE number 7193551 |
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Modelling heavy-tailedness in count time series (English)
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27 April 2020
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count time series
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diagnostics
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generalized Poisson-inverse Gaussian
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heavy-tailedness
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\(h\)-step forecast
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maximum likelihood
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0.810893714427948
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0.8052526712417603
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0.794362485408783
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0.785736083984375
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