Zero-modified count time series with Markovian intensities (Q6076568)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Zero-modified count time series with Markovian intensities |
scientific article; zbMATH DE number 7750934
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Zero-modified count time series with Markovian intensities |
scientific article; zbMATH DE number 7750934 |
Statements
Zero-modified count time series with Markovian intensities (English)
0 references
17 October 2023
0 references
estimating function
0 references
generalized Kalman filter
0 references
parameter-driven models
0 references
stochastic conditional duration
0 references
zero-inflation
0 references
zero-deflation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8655277490615845
0 references
0.8595078587532043
0 references
0.8400072455406189
0 references
0.8254829049110413
0 references
0.818388819694519
0 references