GENERALIZED INTEGER-VALUED AUTOREGRESSION

DOI10.1081/ETC-100106998zbMath1077.62530OpenAlexW2012974225MaRDI QIDQ4471132

Kurt Brännäs, Jörgen Hellström

Publication date: 18 June 2004

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/etc-100106998

zbMATH Keywords

Dependence, Time series model, Estimation, Forecasting, Entry and exit

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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