A flexible model for time series of counts with overdispersion or underdispersion, zero-inflation and heavy-tailedness (Q6999650)
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scientific article; zbMATH DE number 8024737
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| English | A flexible model for time series of counts with overdispersion or underdispersion, zero-inflation and heavy-tailedness |
scientific article; zbMATH DE number 8024737 |
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A flexible model for time series of counts with overdispersion or underdispersion, zero-inflation and heavy-tailedness (English)
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8 April 2025
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conditional maximum likelihood
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heavy-tailedness
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integer-valued GARCH
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overdispersion
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underdispersion
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zero inflation
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