Beta–Negative Binomial Auto-Regressions for Modelling Integer-Valued Time Series with Extreme Observations (Q5087177)
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scientific article; zbMATH DE number 7554794
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| English | Beta–Negative Binomial Auto-Regressions for Modelling Integer-Valued Time Series with Extreme Observations |
scientific article; zbMATH DE number 7554794 |
Statements
Beta–Negative Binomial Auto-Regressions for Modelling Integer-Valued Time Series with Extreme Observations (English)
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8 July 2022
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heavy-tailed distributions
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integer-valued time series
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observation-driven models
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robust filtering
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