Asymptotic negative binomial quasi-likelihood inference for periodic integer-valued time series models

DOI10.1080/03610926.2022.2087881OpenAlexW4283170841MaRDI QIDQ6060899

B. Almohaimeed

Publication date: 29 November 2023

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

Full work available at URL: https://doi.org/10.1080/03610926.2022.2087881

zbMATH Keywords

periodic INGARCH modelperiodic INAR(1) modelnegative binomial QMLEperiodic integer-valued time series models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Periodic Time Series Models
• A negative binomial integer-valued GARCH model
• COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS
• Periodic autoregressive conditional duration
• Stationarity and ergodicity of Markov switching positive conditional mean models
• An integer-valued autoregressive process for seasonality
• A Poisson INAR(1) process with a seasonal structure
• GARCH Models

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