Beta–negative binomial auto‐regressions for modelling integer‐valued time series with extreme observations
Author:
Affiliation:
1. Vrije Universiteit Amsterdam, and Tinbergen Institute Amsterdam The Netherlands
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/rssb.12394
Reference39 articles.
1. Poisson QMLE of Count Time Series Models
2. Negative Binomial Quasi-Likelihood Inference for General Integer-Valued Time Series Models
3. Innovational Outliers in INAR(1) Models
4. Additive outliers in INAR(1) models
5. Feasible invertibility conditions and maximum likelihood estimation for observation-driven models
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