Modeling time series when some observations are zero

DOI10.1016/J.JECONOM.2019.05.003zbMath1456.62191OpenAlexW2961568821MaRDI QIDQ2280595

Yanyan Li

Publication date: 19 December 2019

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.05.003

zbMATH Keywords

seasonalityrainfallgeneralized beta distributioncensored distributionsdynamic conditional score modelzero augmented model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Exact distribution theory in statistics (62E15)

Related Items (1)

Clustering of arrivals in queueing systems: autoregressive conditional duration approach

Cites Work

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• Dynamic Models for Volatility and Heavy Tails
• Volatility Modeling with a GeneralizedtDistribution
• Regression Analsis with Censored Autocorrelated Data
• Statistical Size Distributions in Economics and Actuarial Sciences
• Partially Adaptive Estimation of the Censored Regression Model
• Censored time series analysis with autoregressive moving average models

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