Highly flexible Poisson-Tweedie integer-valued GARCH models with automatic adaptation to dispersion (Q6893569)
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scientific article; zbMATH DE number 8128208
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| English | Highly flexible Poisson-Tweedie integer-valued GARCH models with automatic adaptation to dispersion |
scientific article; zbMATH DE number 8128208 |
Statements
Highly flexible Poisson-Tweedie integer-valued GARCH models with automatic adaptation to dispersion (English)
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26 November 2025
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integer-valued GARCH
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Poisson-Tweedie
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quasi-maximum likelihood
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strict stationarity
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time series of counts
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