A covariate-driven beta-binomial integer-valued GARCH model for bounded counts with an application

DOI10.1007/s00184-023-00894-5OpenAlexW4318323811MaRDI QIDQ6179146

Fukang Zhu, Huaping Chen, Qi Li

Publication date: 5 September 2023

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-023-00894-5

zbMATH Keywords

parameter estimationexogenous variableextra-binomial variationhigh volatilitybounded time series data

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

\( \mathbb{Z} \)-valued time series: models, properties and comparison

Cites Work

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