Quasi-likelihood inference for negative binomial time series models
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Cited in
(80)- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
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- Modeling and inference for multivariate time series of counts based on the INGARCH scheme
- Recent progress in parameter change test for integer-valued time series models
- Observation-driven models for discrete-valued time series
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- Self-excited hysteretic negative binomial autoregression
- A generalized mixture integer-valued GARCH model
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- Negative binomial quasi-likelihood inference for general integer-valued time series models
- Threshold negative binomial autoregressive model
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- Marginal likelihood estimation for the negative binomial INGARCH model
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- A predictive model for planning emergency events rescue during COVID-19 in Lombardy, Italy
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- Inference for multivariate time series of counts via multiplicative INGARCH modeling
- Time-varying dispersion integer-valued GARCH models
- On robust estimation of negative binomial INARCH models
- Testing Linearity for Network Autoregressive Models
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