A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model (Q493625)
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scientific article; zbMATH DE number 6478479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model |
scientific article; zbMATH DE number 6478479 |
Statements
A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model (English)
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3 September 2015
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integer-valued time series
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GARCH model
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infinitely divisible discrete probability laws
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compound Poisson distributions
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Neyman type-A distribution
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