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Conditional-mean multiplicative operator models for count time series
16 references·0 citing·39 second hop
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References

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  • 2008Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model189 cited
  • 2016Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)105 cited
  • 2012Multiplicative Error Models53 cited
  • 2015Infinitely Divisible Distributions in Integer‐Valued Garch Models43 cited
  • 2009Diagnostic checking integer-valued ARCH models using conditional residual autocorrelations38 cited
  • 2021A new GJR‐GARCH model for ℤ‐valued time series33 cited
  • 2017Negative Binomial Quasi‐Likelihood Inference for General Integer‐Valued Time Series Models25 cited
  • 2015Zero-inflated compound Poisson distributions in integer-valued GARCH models21 cited
  • 2019Absolute regularity of semi-contractive GARCH-type processes21 cited

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  • 2021A new class of integer-valued GARCH models for time series of bounded counts with extra-binomial variation18 cited
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