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A negative binomial mixture integer-valued GARCH model

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Publication:1636737
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MaRDI QIDQ1636737

Abdou Kâ Diongue, Aliou Diop, Mamadou Lamine Diop

Publication date: 12 June 2018

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.as/1528336825


zbMATH Keywords

overdispersionmixture modeltime series of countsnegative binomial


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)


Related Items (4)

Stationarity and ergodicity of Markov switching positive conditional mean models ⋮ On an independent-switching periodic autoregressive conditional duration ⋮ A generalized mixture integer-valued GARCH model ⋮ Ergodicity conditions for a double mixed Poisson autoregression







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