Asymmetric beta-binomial GARCH models for time series with bounded support

DOI10.1016/J.AMC.2024.128556MaRDI QIDQ6130112zbMATH OpenWikidataFDO

Authors

Publication date 18 April 2024

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AMC.2024.128556

zbMATH Keywords

asymmetric modelbeta-binomial GARCH modelbounded supportparameter estimationpositive and negative observation

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Applications of statistics (62Pxx)

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Cited in

(1)

• A signed binomial autoregressive model for the bounded ℤ-valued time series

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