Zero-inflated binomial integer-valued ARCH models for time series

DOI10.1080/02331888.2023.2221363OpenAlexW4379515721MaRDI QIDQ6132703

Nazaré Mendes Lopes, Esmeralda Gonçalves

Publication date: 17 August 2023

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2023.2221363

zbMATH Keywords

time serieszero-inflationbinomial ARCH model

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Zero-inflated Poisson and negative binomial integer-valued GARCH models
• Estimating the dimension of a model
• Modeling zero inflation in count data time series with bounded support
• Non-negative matrices and Markov chains.
• Modelling counts with state-dependent zero inflation
• A New Class of Autoregressive Models for Time Series of Binomial Counts
• Parameter change test for zero-inflated generalized Poisson autoregressive models
• Zero-inflated compound Poisson distributions in integer-valued GARCH models
• A new look at the statistical model identification

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