Periodic negative binomial INGARCH(1, 1) model

DOI10.1080/03610918.2021.1990329OpenAlexW3207850221MaRDI QIDQ6181866

Mohamed Bentarzi, Unnamed Author

Publication date: 23 January 2024

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1990329

zbMATH Keywords

periodically correlated integer-valued processmean and second moment periodically stationary modelperiodic negative binomial INGARCH

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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