Two classes of dynamic binomial integer-valued ARCH models

DOI10.1214/19-BJPS452zbMath1467.62141OpenAlexW3088855814MaRDI QIDQ2032324

Fukang Zhu, Huaping Chen, Qi Li

Publication date: 11 June 2021

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1601020814

zbMATH Keywords

parameter estimationstationaritymeteorologytime series of countsbiostatisticsbinomial ARCH

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) General biostatistics (92B15) Stationary stochastic processes (60G10) Applications of statistics to physics (62P35) Meteorology and atmospheric physics (86A10) Reliability and life testing (62N05)

Related Items (7)

Flexible binomial AR(1) processes using copulas ⋮ Novel goodness-of-fit tests for binomial count time series ⋮ A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation ⋮ Modeling normalcy‐dominant ordinal time series: An application to air quality level ⋮ Analysis of zero-and-one inflated bounded count time series with applications to climate and crime data ⋮ A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application ⋮ A new binomial autoregressive process with explanatory variables

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