Modeling time series of counts with COM-Poisson INGARCH models

DOI10.1016/j.mcm.2011.11.069zbMath1255.91373OpenAlexW2091770276MaRDI QIDQ1931092

Fukang Zhu

Publication date: 24 January 2013

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2011.11.069

zbMATH Keywords

time series of countsPoissonnegative binomialCOM-Poissongeneralized Poissondouble Poissoninteger-valued GARCH models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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