Zero-inflated compound Poisson distributions in integer-valued GARCH models-Reference-Cited by-同舟云学术

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Zero-inflated compound Poisson distributions in integer-valued GARCH models

Published:2015-12-08 Issue:3 Volume:50 Page:558-578
ISSN:0233-1888
Container-title:Statistics
language:en
Short-container-title:Statistics

Author:

Gonçalves Esmeralda,Mendes-Lopes Nazaré,Silva Filipa

Funder

FCT - Portuguese Government

CMUC - European Regional Development Fund

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/02331888.2015.1114622

Reference19 articles.

1. Integer-Valued GARCH Process

2. Generalized autoregressive conditional heteroskedasticity

3. A negative binomial integer-valued GARCH model

4. Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models

5. Infinitely Divisible Distributions in Integer-Valued Garch Models

Cited by 15 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Conditional-mean multiplicative operator models for count time series;Computational Statistics & Data Analysis;2024-03

2. Zero-inflated binomial integer-valued ARCH models for time series;Statistics;2023-06-05

3. Re-analyzing the SARS-CoV-2 series using an extended integer-valued time series models: A situational assessment of the COVID-19 in Mauritius;PLOS ONE;2022-02-08

4. Zero-Distorted Generalized Geometric Distribution with Application to Time Series of Counts;Springer Proceedings in Mathematics & Statistics;2022

5. Zero‐inflated modeling part II : Zero‐inflated models for complex data structures;WIREs Computational Statistics;2020-12-17

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