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Cites work
- A goodness-of-fit test for Poisson count processes
- A negative binomial integer-valued GARCH model
- Absolute regularity and ergodicity of Poisson count processes
- Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
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- scientific article; zbMATH DE number 1237531 (Why is no real title available?)
- Integer-Valued GARCH Process
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- Useful models for time series of counts or simply wrong ones?
Cited in
(12)- Robust closed-form estimators for the integer-valued GARCH(1,1) model
- General-order observation-driven models: ergodicity and consistency of the maximum likelihood estimator
- Statistical analysis of multivariate discrete-valued time series
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- The predictive distributions of thinning-based count processes
- Necessary and sufficient conditions for the identifiability of observation‐driven models
- Predictive model assessment for count data
- Genomic prediction models for count data
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