A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model
type: Item
instance of: scholarly article
title: A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model
zbMATH Open document ID: 1320.62200
author: E. Gonçalves
author: N. Mendes-Lopes
author: Filipa Silva
published in: Lithuanian Mathematical Journal
publication date: 2015-09-03T00:00:00Z
full work available at URL: http://hdl.handle.net/10316/44665
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G12
zbMATH DE Number: 6478479
zbMATH Keywords: integer-valued time series
zbMATH Keywords: GARCH model
zbMATH Keywords: infinitely divisible discrete probability laws
zbMATH Keywords: compound Poisson distributions
zbMATH Keywords: Neyman type-A distribution
MaRDI profile type: Publication
OpenAlex ID: W842926444
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DOI: 10.1007/S10986-015-9276-X
description: scientific article; zbMATH DE number 6478479