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Modelling interventions in INGARCH processes
3 references·0 citing·9 second hop
Modelling interventions in INGARCH processes (2014)Modelling interventions in INGARCH proces…Interventions in INGARCH processes (2010)Interventions in INGARCH proc…Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model (2008)Modelling Time Series Count D…Integer‐Valued GARCH Process (2006)Integer‐Valued GARCH ProcessGeneralized autoregressive conditional heteroskedasticity (1986)A negative binomial integer-valued GARCH model (2010)Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models (2011)Moralization in social networks and the emergence of violence during protests (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Inferring Trade Direction from Intraday Data (1991)Multivariate autoregressive modeling of time series count data using copulas (2007)Forecasting the intermittent demand for slow-moving inventories: A modelling approach (2011)Journal De La Société Française De Statistique (2005)
this work references cited by second hop

References

  • 2006Integer‐Valued GARCH Process499 cited
  • 2008Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model189 cited
  • 2010Interventions in INGARCH processes125 cited

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