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Forecasting transaction counts with integer-valued GARCH models - MaRDI portal

Forecasting transaction counts with integer-valued GARCH models (Q6039098)

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scientific article; zbMATH DE number 7681743
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English
Forecasting transaction counts with integer-valued GARCH models
scientific article; zbMATH DE number 7681743

    Statements

    Forecasting transaction counts with integer-valued GARCH models (English)
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    3 May 2023
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    count time series
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    forecasting
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    INGARCH models
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    MCMC
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