A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
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Publication:2151994
DOI10.1007/s10182-021-00414-8zbMath1490.62235OpenAlexW3194331430MaRDI QIDQ2151994
Huaping Chen, Qi Li, Fukang Zhu
Publication date: 5 July 2022
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-021-00414-8
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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