Pages that link to "Item:Q2151994"

The following pages link to A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation (Q2151994):

Displaying 10 items.

• A new bivariate integer-valued GARCH model allowing for negative cross-correlation (Q1616703) (← links)
• A bivariate integer-valued long-memory model for high-frequency financial count data (Q2979583) (← links)
• A new GJR‐GARCH model for ℤ‐valued time series (Q5095294) (← links)
• Zero-inflated binomial integer-valued ARCH models for time series (Q6132703) (← links)
• A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application (Q6179146) (← links)
• \( \mathbb{Z} \)-valued time series: models, properties and comparison (Q6195512) (← links)
• A Trinomial difference autoregressive model and its applications (Q6548849) (← links)
• Robust estimation for the one-parameter exponential family integer-valued GARCH(1,1) models based on a modified Tukey's biweight function (Q6567406) (← links)
• A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series (Q6655926) (← links)
• Soft-clipping INGARCH models for time series of bounded counts (Q6669967) (← links)