A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations

DOI10.1080/02664763.2018.1477927OpenAlexW2804235270WikidataQ129791878 ScholiaQ129791878MaRDI QIDQ5036506

Vandna Jowaheer, Yuvraj Sunecher, Naushad Mamode Khan

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2018.1477927

zbMATH Keywords

stocksnegative binomialGQLover-dispersionintra-dayBINMA(1)

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

• Unnamed Item
• Remarks on asymptotic efficient estimation for regression effects in stationary and nonstationary models for panel count data
• A class of bivariate negative binomial distributions with different index parameters in the marginals
• GMM versus GQL inferences for panel count data
• First-order random coefficient integer-valued autoregressive processes
• Estimation in a bivariate integer-valued autoregressive process
• Bivariate Time Series Modeling of Financial Count Data
• GQL Versus Conditional GQL Inferences for Non-Stationary Time Series of Counts with Overdispersion
• A GQL estimation approach for analysing non-stationary over-dispersed BINAR(1) time series

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