Two classes of dynamic binomial integer-valued ARCH models
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Reliability and life testing (62N05) Applications of statistics to biology and medical sciences; meta analysis (62P10) General biostatistics (92B15) Applications of statistics to physics (62P35) Stationary stochastic processes (60G10) Meteorology and atmospheric physics (86A10)
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Cites work
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- A Poisson INAR(1) model with serially dependent innovations
- A new bivariate binomial time series model
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- Analysis of low count time series data by poisson autoregression
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- Bivariate binomial autoregressive models
- CUSUM test for general nonlinear integer-valued GARCH models: comparison study
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- Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation
- Jumps in binomial AR(1) processes
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Cited in
(14)- A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application
- Zero-inflated binomial integer-valued ARCH models for time series
- Flexible binomial AR(1) processes using copulas
- Novel goodness-of-fit tests for binomial count time series
- A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
- Integer-valued autoregressive models with survival probability driven by a stochastic recurrence equation
- Modeling normalcy‐dominant ordinal time series: An application to air quality level
- A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series
- Soft-clipping INGARCH models for time series of bounded counts
- Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data
- A new binomial autoregressive process with explanatory variables
- A mixture integer-valued ARCH model
- A Trinomial difference autoregressive model and its applications
- Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function
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