A GQL-based inference in non-stationary BINMA(1) time series

DOI10.1007/s11749-018-0615-1zbMath1430.62204OpenAlexW2895661353WikidataQ129127311 ScholiaQ129127311MaRDI QIDQ2273188

Vandna Jowaheer, Naushad Mamode Khan, Yuvraj Sunecher, Miroslav M. Ristić

Publication date: 18 September 2019

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-018-0615-1

zbMATH Keywords

negative binomialGQLover-dispersionBINMA(1)stock transaction

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12)

Related Items (3)

A non‐stationary bivariate INAR(1) process with a simple cross‐dependence: Estimation with some properties ⋮ On the theory of periodic multivariate INAR processes ⋮ A review of INMA integer-valued model class, application and further development

Cites Work

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