Signed compound poisson integer-valued GARCH processes
From MaRDI portal
Cites work
- A model for integer-valued time series with conditional overdispersion
- A negative binomial integer-valued GARCH model
- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- A non-stationary integer-valued autoregressive model
- A regression model for time series of counts
- A Skellam GARCH model
- Bayesian modelling of football outcomes: using the Skellam's distribution for the goal difference
- Generalized RCINAR(1) process with signed thinning operator
- scientific article; zbMATH DE number 3443893 (Why is no real title available?)
- Inference for INAR\((p)\) processes with signed generalized power series thinning operator
- Infinitely divisible distributions in integer-valued GARCH models
- Integer-Valued GARCH Process
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Modelling time series of counts with overdispersion
- The Frequency Distribution of the Difference Between Two Poisson Variates Belonging to Different Populations
- Thinning-based models in the analysis of integer-valued time series: a review
- Zero-inflated compound Poisson distributions in integer-valued GARCH models
Cited in
(5)- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
- \( \mathbb{Z} \)-valued time series: models, properties and comparison
- A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series
- Zero-modified Skellam integer-valued GARCH model
- An intraday GARCH model for discrete price changes and irregularly spaced observations
This page was built for publication: Signed compound poisson integer-valued GARCH processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5078038)
