Zero-inflated compound Poisson distributions in integer-valued GARCH models
From MaRDI portal
Recommendations
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Zero-truncated compound Poisson integer-valued GARCH models for time series
- Infinitely divisible distributions in integer-valued GARCH models
- First-order mixed integer-valued autoregressive processes with zero-inflated generalized power series innovations
- First-order integer valued AR processes with zero inflated Poisson innovations
Cites work
- A mathematical approach to detect the Taylor property in TARCH processes
- A model for integer-valued time series with conditional overdispersion
- A negative binomial integer-valued GARCH model
- First-order integer valued AR processes with zero inflated Poisson innovations
- Generalized autoregressive conditional heteroscedasticity
- scientific article; zbMATH DE number 2171469 (Why is no real title available?)
- INARCH(1) processes: Higher-order moments and jumps
- 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
- On a New Class of "Contagious" Distributions, Applicable in Entomology and Bacteriology
- On the Normal Approximation to the Binomial Distribution
- The moments and central moments of a compound distribution
- Univariate Discrete Distributions
- Zero truncated Poisson integer-valued AR\((1)\) model
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
Cited in
(16)- A new bivariate integer-valued GARCH model allowing for negative cross-correlation
- Modeling zero inflation in count data time series with bounded support
- A Poisson-gamma model for zero inflated rainfall data
- Mean targeting estimator for the integer-valued GARCH(1, 1) model
- Zero-truncated compound Poisson integer-valued GARCH models for time series
- A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model
- Signed compound poisson integer-valued GARCH processes
- Zero-inflated count time series models using Gaussian copula
- Infinitely divisible distributions in integer-valued GARCH models
- Copula-based Markov zero-inflated count time series models with application
- Zero-inflated binomial integer-valued ARCH models for time series
- Zero-inflated modeling. II: Zero-inflated models for complex data structures
- Zero-inflated Poisson and negative binomial integer-valued GARCH models
- Inflated regression model with its applications
- A bivariate zero-inflated integer-valued GARCH model and its application to the weekly number of syphilis cases
- Multivariate zero-inflated INGARCH models: Bayesian inference and composite likelihood approach
This page was built for publication: Zero-inflated compound Poisson distributions in integer-valued GARCH models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5739683)
