Zero-inflated Poisson and negative binomial integer-valued GARCH models

DOI10.1016/j.jspi.2011.10.002zbMath1232.62121OpenAlexW1981944325MaRDI QIDQ665032

Fukang Zhu

Publication date: 5 March 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.10.002

zbMATH Keywords

EM algorithmtime series of countsPoisson

Mathematics Subject Classification ID

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Uses Software

• pscl

Cites Work

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