Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish

DOI10.1081/STA-200037877zbMath1087.62096OpenAlexW1994388223MaRDI QIDQ5290382

Eva Brännäs, Kurt Brännäs

Publication date: 28 April 2006

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-200037877

zbMATH Keywords

estimationARCH

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Point estimation (62F10) Animal behavior (92D50)

Related Items (4)

Modeling time-dependent overdispersion in longitudinal count data ⋮ Analyzing the full BINMA time series process using a robust GQL approach ⋮ Bivariate Time Series Modeling of Financial Count Data ⋮ A review of INMA integer-valued model class, application and further development

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• A new approach for modeling economic count data
• Markov Regression Models for Time Series: A Quasi-Likelihood Approach
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• A regression model for time series of counts
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Time series count data regression

This page was built for publication: Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish