Periodic negative binomial INGARCH(1, 1) model

DOI10.1080/03610918.2021.1990329MaRDI QIDQ6181866zbMATH OpenOpenAlexFDO

Authors Mohamed Bentarzi

Publication date 23 January 2024

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2021.1990329

zbMATH Keywords

mean and second moment periodically stationary modelperiodic negative binomial INGARCHperiodically correlated integer-valued process

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(2)

• Periodic INAR(1) model with Bell innovations distribution
• The effects of aggregation and sampling on periodic INGARCH processes

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