A negative binomial mixture integer-valued GARCH model
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Publication:1636737
Authors: Mamadou Lamine Diop, Aliou Diop, Abdou Kâ Diongue 
Publication date: 12 June 2018
Published in: Afrika Statistika (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.as/1528336825
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cited In (8)
- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
- Stationarity and ergodicity of Markov switching positive conditional mean models
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- On an independent-switching periodic autoregressive conditional duration
- A generalized mixture integer-valued GARCH model
- Corrigendum to Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models
- Ergodicity conditions for a double mixed Poisson autoregression
- A mixture integer-valued ARCH model
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