Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models

DOI10.1016/j.jmaa.2011.11.042zbMath1232.62120OpenAlexW1995765128MaRDI QIDQ663684

Fukang Zhu

Publication date: 27 February 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2011.11.042

zbMATH Keywords

asymptoticsergodicitystationaritytime series of counts

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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