Softplus INGARCH Model
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Publication:5066791
DOI10.5705/ss.202020.0353OpenAlexW3096632526MaRDI QIDQ5066791
Aisouda Hoshiyar, Christian H. Weiß, Fukang Zhu
Publication date: 30 March 2022
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.202020.0353
Related Items (10)
Consistency of a nonparametric least squares estimator in integer-valued GARCH models ⋮ Forecasting transaction counts with integer-valued GARCH models ⋮ Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme ⋮ A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application ⋮ Periodic negative binomial INGARCH(1, 1) model ⋮ \( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ Nearly unstable integer‐valued ARCH process and unit root testing ⋮ Unnamed Item ⋮ Mixing properties of non-stationary INGARCH(1, 1) processes ⋮ Integer-valued transfer function models for counts that show zero inflation
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