Beta–Negative Binomial Auto-Regressions for Modelling Integer-Valued Time Series with Extreme Observations

DOI10.1111/RSSB.12394OpenAlexW3096231069MaRDI QIDQ5087177

Paolo Gorgi

Publication date: 8 July 2022

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.02929

zbMATH Keywords

heavy-tailed distributionsrobust filteringobservation-driven modelsinteger-valued time series

Mathematics Subject Classification ID

Statistics (62-XX)

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