Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (Q663684)
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scientific article; zbMATH DE number 6009642
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| English | Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models |
scientific article; zbMATH DE number 6009642 |
Statements
Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (English)
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27 February 2012
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asymptotics
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ergodicity
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stationarity
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time series of counts
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0.9101905226707458
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0.8818541765213013
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0.8794386982917786
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0.8634937405586243
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0.8551101684570312
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