A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model

DOI10.1007/s10986-015-9276-xzbMath1320.62200OpenAlexW842926444MaRDI QIDQ493625

Nazaré Mendes Lopes, Esmeralda Gonçalves, Filipa Silva

Publication date: 3 September 2015

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10316/44665

zbMATH Keywords

GARCH modelcompound Poisson distributionsinfinitely divisible discrete probability lawsinteger-valued time seriesNeyman type-A distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)

Related Items (1)

Testing the compounding structure of the CP-INARCH model

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