On mixture periodic Integer-Valued ARCH models

DOI10.1080/03610918.2019.1635155MaRDI QIDQ5086368

Mohamed Bentarzi, Fares Ouzzani

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

periodically correlated integer-valued process; periodically stationary condition; \textit{EM} algorithm; campylobacteriosis; mixture periodic integer-valued (\textit{MPINARCH})

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Related Items

QMLE of periodic integer-valued time series models, On periodic integer-valued moving average (INMA (q)) models, On a periodic negative binomial SETINAR model, On a periodic SETINAR model

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