Zero-inflated compound Poisson distributions in integer-valued GARCH models

Infinitely Divisible Distributions in Integer-Valued Garch Models

(2015) E. Gonçalves et al.   JOURNAL OF TIME SERIES ANALYSIS

A model for integer-valued time series with conditional overdispersion

(2012) Hai-Yan Xu et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

First-order integer valued AR processes with zero inflated poisson innovations

(2012) Mansour Aghababaei Jazi et al.   JOURNAL OF TIME SERIES ANALYSIS

Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models

(2011) Fukang Zhu   JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

Zero-inflated Poisson and negative binomial integer-valued GARCH models

(2011) Fukang Zhu   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

A negative binomial integer-valued GARCH model

(2010) Fukang Zhu   JOURNAL OF TIME SERIES ANALYSIS

INARCH(1) processes: Higher-order moments and jumps

(2010) Christian H. Weiß   STATISTICS & PROBABILITY LETTERS

Zero truncated Poisson integer-valued AR(1) model

(2009) Hassan S. Bakouch et al.   METRIKA

Modelling time series of counts with overdispersion

(2008) Christian H. Weiß   Statistical Methods and Applications

A mathematical approach to detect the Taylor property in TARCH processes

(2008) Esmeralda Gonçalves et al.   STATISTICS & PROBABILITY LETTERS