Time-varying dispersion integer-valued GARCH models

DOI10.1111/JTSA.12838MaRDI QIDQ7288094zbMATH OpenFDO

Authors Wagner Barreto-Souza, Luiza Sette C. Piancastelli, Konstantinos Fokianos, Hernando C. Ombao

Publication date 26 June 2026

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1111/JTSA.12838

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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