Presenting a Flexible Class of INAR(p) Models to Analyze the COVID-19 Series in Mauritius

Author:

Youssef Noha,Khan Naushad Mamode,Soobhug Ashwinee Devi,Chutoo Azmi,Ameerudden Shakil

Publisher

Springer International Publishing

Reference21 articles.

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2. Quoreshi, S., Uddin, R., Mamode Khan, N.: Quasi-maximum likelihood estimation for long memory stock transaction data–under conditional heteroskedasticity framework. J. Risk Financ. Manage. 12, 1–13 (2020)

3. Gouri’eroux, C., Jasiak, J.: Heterogeneous inar (1) model with application to car insurance. Insur. Math. Econ. 34, 177–192 (2004)

4. Karlis, D., Sermaidis, G.., Brijs, T.: Discrete valued time series models for examining weather effects in daily accident counts. In: De Castillo et al. (eds.) Proceedings of the 22th International Workshop on Statistical Modelling, Barcelona, pp. 368–373 (2007). ISBN: 978-84-690-5943-2

5. Bakouch, H.S., Ristic, M.M.: Zero truncated poisson integer valued ar(1) model. Metrika 72, 265–280 (2010)

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