scientific article; zbMATH DE number 7828150

DOI10.12386/A20210063MaRDI QIDQ6123715

Fukang Zhu, Unnamed Author

Publication date: 8 April 2024

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum likelihood estimationINGARCH modelasymptotic momentBNB distributionsoftplus function

Mathematics Subject Classification ID

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

Cites Work

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• Poisson Autoregression
• A negative binomial model for time series of counts
• Integer-Valued GARCH Process
• Absolute regularity of semi-contractive GARCH-type processes
• A negative binomial integer-valued GARCH model
• Softplus INGARCH Model
• Beta–Negative Binomial Auto-Regressions for Modelling Integer-Valued Time Series with Extreme Observations

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