Modelling time series of counts with overdispersion-Reference-Cited by-同舟云学术

Modelling time series of counts with overdispersion

Published:2008-09-02 Issue:4 Volume:18 Page:507-519
ISSN:1618-2510
Container-title:Statistical Methods and Applications
language:en
Short-container-title:Stat Methods Appl

Author:

Weiß Christian H.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10260-008-0108-6.pdf

Reference15 articles.

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3. Doob JL (1953) Stochastic processes. Wiley, New York

4. Engle RF, Russell JR (1998) Autoregressive conditional duration: a new model for irregularly spaced transaction data. Econometrica 66(5): 1127–1162

5. Ferland R, Latour A, Oraichi D (2006) Integer-valued GARCH processes. J Time Ser Anal 27(6): 923–942

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