Autoregressive conditional negative binomial model applied to over-dispersed time series of counts

Author:

Chen Cathy W.S.ORCID,So Mike K.P.,Li Jessica C.,Sriboonchitta Songsak

Funder

Ministry of Science and Technology, Taiwan

Publisher

Elsevier BV

Subject

Statistics and Probability

Reference33 articles.

1. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econometrics,1986

2. Time series count data regression;Brännäs;Comm. Statist. Theory Methods,1994

3. Count data models for financial data;Cameron,1996

4. Regression Analysis of Count Data;Cameron,1998

5. Generalized autoregressive conditional Poisson models for time series of counts;Chen;Comput. Statist. Data Anal.,2016

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