Pages that link to "Item:Q5256817"

The following pages link to Infinitely Divisible Distributions in Integer‐Valued Garch Models (Q5256817):

Displaying 19 items.

• A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model (Q493625) (← links)
• A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
• Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886) (← links)
• Testing the compounding structure of the CP-INARCH model (Q2412760) (← links)
• Poisson QMLE of Count Time Series Models (Q2802909) (← links)
• Zero-truncated compound Poisson integer-valued GARCH models for time series (Q4567921) (← links)
• Threshold negative binomial autoregressive model (Q4613925) (← links)
• COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)
• Softplus INGARCH Model (Q5066791) (← links)
• Signed compound poisson integer-valued GARCH processes (Q5078038) (← links)
• Stationarity and ergodicity of Markov switching positive conditional mean models (Q5095291) (← links)
• A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
• Flexible and Robust Mixed Poisson INGARCH Models (Q5237531) (← links)
• Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← links)
• Zero-inflated compound Poisson distributions in integer-valued GARCH models (Q5739683) (← links)
• A NEGATIVE BINOMIAL AUTOREGRESSION WITH A LINEAR CONDITIONAL VARIANCE-TO-MEAN FUNCTION (Q5880730) (← links)
• Flexible bivariate INGARCH process with a broad range of contemporaneous correlation (Q6135340) (← links)
• \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)
• Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809) (← links)