相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。A multiplicative thinning-based integer-valued GARCH model
Abdelhakim Aknouche et al.
JOURNAL OF TIME SERIES ANALYSIS (2023)
Forecasting transaction counts with integer-valued GARCH models
Abdelhakim Aknouche et al.
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS (2022)
A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation
Huaping Chen et al.
ASTA-ADVANCES IN STATISTICAL ANALYSIS (2022)
A new GJR-GARCH model for DOUBLE-STRUCK CAPITAL Z-valued time series
Yue Xu et al.
JOURNAL OF TIME SERIES ANALYSIS (2022)
Semiparametric estimation of INAR models using roughness penalization
Maxime Faymonville et al.
STATISTICAL METHODS AND APPLICATIONS (2022)
COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS
Abdelhakim Aknouche et al.
ECONOMETRIC THEORY (2021)
MIXTURES OF NONLINEAR POISSON AUTOREGRESSIONS
Paul Doukhan et al.
JOURNAL OF TIME SERIES ANALYSIS (2021)
Modeling Z-valued time series based on new versions of the Skellam INGARCH model
Yan Cui et al.
BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS (2021)
Semiparametric integer-valued autoregressive models on DOUBLE-STRUCK CAPITAL Z
Zhengwei Liu et al.
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE (2021)
Testing the dispersion structure of count time series using Pearson residuals
Boris Aleksandrov et al.
ASTA-ADVANCES IN STATISTICAL ANALYSIS (2020)
A generalized mixture integer-valued GARCH model
Huiyu Mao et al.
STATISTICAL METHODS AND APPLICATIONS (2020)
ABSOLUTE REGULARITY OF SEMI-CONTRACTIVE GARCH-TYPE PROCESSES
Paul Doukhan et al.
JOURNAL OF APPLIED PROBABILITY (2019)
Negative Binomial Quasi-Likelihood Inference for General Integer-Valued Time Series Models
Abdelhakim Aknouche et al.
JOURNAL OF TIME SERIES ANALYSIS (2018)
tscount: An R Package for Analysis of Count Time Series Following Generalized Linear Models
Tobias Liboschik et al.
JOURNAL OF STATISTICAL SOFTWARE (2017)
Testing the compounding structure of the CP-INARCH model
Christian H. Weiss et al.
METRIKA (2017)
Poisson QMLE of Count Time Series Models
Ali Ahmad et al.
JOURNAL OF TIME SERIES ANALYSIS (2016)
Zero-inflated compound Poisson distributions in integer-valued GARCH models
Esmeralda Goncalves et al.
STATISTICS (2016)
Zero-inflated compound Poisson distributions in integer-valued GARCH models
Esmeralda Goncalves et al.
STATISTICS (2016)
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
Arianna Agosto et al.
JOURNAL OF EMPIRICAL FINANCE (2016)
Infinitely Divisible Distributions in Integer-Valued Garch Models
E. Goncalves et al.
JOURNAL OF TIME SERIES ANALYSIS (2015)
A new approach to integer-valued time series modeling: The Neyman type-A INGARCH model
Esmeralda Goncalves et al.
LITHUANIAN MATHEMATICAL JOURNAL (2015)
Thinning-based models in the analysis of integer-valued time series: A review
Manuel G. Scotto et al.
STATISTICAL MODELLING (2015)
QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS
Vasiliki Christou et al.
JOURNAL OF TIME SERIES ANALYSIS (2014)
Log-linear Poisson autoregression
Konstantinos Fokianos et al.
JOURNAL OF MULTIVARIATE ANALYSIS (2011)
A negative binomial integer-valued GARCH model
Fukang Zhu
JOURNAL OF TIME SERIES ANALYSIS (2011)
STOCHASTIC ORDERING OF CLASSICAL DISCRETE DISTRIBUTIONS
Achim Klenke et al.
ADVANCES IN APPLIED PROBABILITY (2010)
Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations
Fukang Zhu et al.
COMPUTATIONAL STATISTICS & DATA ANALYSIS (2010)
A mixture integer-valued ARCH model
Fukang Zhu et al.
JOURNAL OF STATISTICAL PLANNING AND INFERENCE (2010)
A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
Miroslav M. Ristic et al.
JOURNAL OF STATISTICAL PLANNING AND INFERENCE (2009)
Poisson Autoregression
Konstantinos Fokianos et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2009)
Efficient estimation of auto-regression parameters and innovation distributions for semiparametric integer-valued AR(p) models
Feike C. Drost et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2009)
First-order rounded integer-valued autoregressive (RINAR(1)) process
M. Kachour et al.
JOURNAL OF TIME SERIES ANALYSIS (2009)
Modelling time series of counts with overdispersion
Christian H. Weiss
STATISTICAL METHODS AND APPLICATIONS (2009)
Thinning operations for modeling time series of counts - a survey
Christian H. Weiss
ASTA-ADVANCES IN STATISTICAL ANALYSIS (2008)
Weakly dependent chains with infinite memory
Paul Doukhan et al.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2008)
Integer-valued GARCH process
Rene Ferland et al.
JOURNAL OF TIME SERIES ANALYSIS (2006)