Comments on: Some recent theory for autoregressive count time series

DOI10.1007/s11749-012-0304-4zbMath1362.62170OpenAlexW1977134367MaRDI QIDQ5970631

Andréas Heinen

Publication date: 5 February 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-012-0304-4

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Generalized autoregressive conditional heteroscedasticity
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data