Zero-inflated binomial integer-valued ARCH models for time series
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Publication:6132703
DOI10.1080/02331888.2023.2221363OpenAlexW4379515721MaRDI QIDQ6132703FDOQ6132703
Authors: E. Gonçalves, N. Mendes-Lopes 
Publication date: 17 August 2023
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2023.2221363
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Cites Work
- Estimating the dimension of a model
- A new look at the statistical model identification
- Non-negative matrices and Markov chains.
- A New Class of Autoregressive Models for Time Series of Binomial Counts
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Parameter change test for zero-inflated generalized Poisson autoregressive models
- Zero-inflated compound Poisson distributions in integer-valued GARCH models
- Modeling zero inflation in count data time series with bounded support
- Title not available (Why is that?)
- Modelling counts with state-dependent zero inflation
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