scientific article; zbMATH DE number 5811430

MaRDI QIDQ3164708zbMATH OpenFDO

Authors Fukang Zhu, Qi Li

Publication date 5 November 2010

zbMATH Keywords

asymptoticsmoment estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(12)

• Modeling time series of counts with COM-Poisson INGARCH models
• A Skellam GARCH model
• Bayesian estimation of parameters in INAR (1) models
• On conditional maximum likelihood estimation for INGARCH(p,q) models
• Bayesian Estimation and Comparison of Moment Condition Models
• Consistency of quasi-maximum likelihood estimators in INGARCH models
• scientific article; zbMATH DE number 6746251 (Why is no real title available?)
• Doubly-inflated Poisson INGARCH models for count time series
• Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
• Zero-inflated Poisson and negative binomial integer-valued GARCH models
• A Bayesian generalized Poisson model for cyber risk analysis
• A mixture integer-valued ARCH model

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