Modeling time series of counts with COM-Poisson INGARCH models
type: Item
instance of: scholarly article
title: Modeling time series of counts with COM-Poisson INGARCH models
zbMATH Open document ID: 1255.91373
author: Fukang Zhu
published in: Mathematical and Computer Modelling
publication date: 2013-01-24T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6128942
zbMATH Keywords: COM-Poisson
zbMATH Keywords: double Poisson
zbMATH Keywords: generalized Poisson
zbMATH Keywords: integer-valued GARCH models
zbMATH Keywords: negative binomial
zbMATH Keywords: Poisson
zbMATH Keywords: time series of counts
MaRDI profile type: Publication
full work available at URL: j.mcm.2011.11.069
OpenAlex ID: W2091770276
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DOI: 10.1016/J.MCM.2011.11.069
description: scientific article; zbMATH DE number 6128942