Modeling time series of counts with COM-Poisson INGARCH models
From MaRDI portal
Publication:1931092
DOI10.1016/j.mcm.2011.11.069zbMath1255.91373MaRDI QIDQ1931092
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
time series of counts; Poisson; negative binomial; COM-Poisson; generalized Poisson; double Poisson; integer-valued GARCH models
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis
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