A mixed BAR(1) model driven by serially dependent innovation with application-Reference-Cited by-同舟云学术

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A mixed BAR(1) model driven by serially dependent innovation with application

Published:2024-07-11 Issue: Volume: Page:1-21
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Yue Jinmei¹²,Sheng Danshu³,Lu Feilong⁴

Affiliation:

1. School of Mathematics, Jilin University, Changchun, China

2. Jilin Business and Technology College, Changchun, China

3. School of Mathematics and Statistics, Liaoning University, Shenyang, China

4. School of Science, University of Science and Technology Liaoning, Anshan, China

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2024.2376871

Reference31 articles.

1. Billingsley, P. 1961. Statistical inference for Markov processes. Chicago: University of Chicago Press.

2. Two classes of dynamic binomial integer-valued ARCH models

3. Binomial AR(1) processes with innovational outliers

4. A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation

5. A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application

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