On mixture periodic Integer-Valued ARCH models

DOI10.1080/03610918.2019.1635155MaRDI QIDQ5086368zbMATH OpenOpenAlexFDO

Authors Fares Ouzzani, Mohamed Bentarzi

Publication date 5 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1635155

zbMATH Keywords

\textit{EM} algorithmcampylobacteriosismixture periodic integer-valued (\textit{MPINARCH})periodically correlated integer-valued processperiodically stationary condition

Mathematics Subject Classification ID

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

Cites work

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Cited in

(12)

• QMLE of periodic integer-valued time series models
• On periodic integer-valued moving average (INMA (q)) models
• Zero-inflated binomial integer-valued ARCH models for time series
• On a periodic negative binomial SETINAR model
• On a periodic SETINAR model
• Periodic negative binomial INGARCH(1, 1) model
• Asymptotic distribution of CLS estimators in the nearly unstable and unstable PINAR(1) model
• The effects of aggregation and sampling on periodic INGARCH processes
• On Periodic Generalized Poisson INAR(1) Model
• On Periodic Generalized Poisson INAR ( p ) Models
• Zero-inflated Poisson INAR(1) model with periodic structure
• A mixture integer-valued ARCH model

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