References
- Ferland, R., Latour, A. and Oraichi, D. (2006). Integer-valued GARCH process, Journal of Time Series Analysis, 27, 923-942. https://doi.org/10.1111/j.1467-9892.2006.00496.x
- Fokianos, K. (2011). Some recent progress in count time series, Statistics, 45, 49-58. https://doi.org/10.1080/02331888.2010.541250
- Grunwald, G. K., Hyndman, R. J., Tedesco, L. and Tweedie, R. L. (2000). Non-Gaussian conditional linear AR(1) models, Australian & New Zealand Journal of Statistics, 42, 479-495. https://doi.org/10.1111/1467-842X.00143
- Hwang, S. Y. and Basawa, I. V. (2011). Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality, Journal of Multivariate Analysis, 102, 1018-1031. https://doi.org/10.1016/j.jmva.2011.02.002
- Puig, P. and Valero, J. (2006). Count data distributions: Some characterizations with applications, Journal of the American Statistical Society, 101, 332-340. https://doi.org/10.1198/016214505000000718
- Self, S. G. and Liang, K.-Y. (1987). Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions, Journal of the American Statistical Association, 82, 605-610. https://doi.org/10.1080/01621459.1987.10478472
- Yoon, J. E. and Hwang, S. Y. (2015) Integer-valued GARCH models for count time series: Case study, Korean Journal of Applied Statistics, 28, 115-122. https://doi.org/10.5351/KJAS.2015.28.1.115
- Zhu, F. (2011). A negative binomial integer-valued GARCH model, Journal of Time Series Analysis, 32, 54-67. https://doi.org/10.1111/j.1467-9892.2010.00684.x
- Zhu, F. (2012). Zero-in ated Poisson and negative binomial integer-valued GARCH models, Journal of Statistical Planning and Inference, 142, 826-839. https://doi.org/10.1016/j.jspi.2011.10.002
Cited by
- A recent overview on financial and special time series models vol.29, pp.1, 2016, https://doi.org/10.5351/KJAS.2016.29.1.001