Signed compound poisson integer-valued GARCH processes

A Skellam GARCH model

(2018) Ghadah A. Alomani et al.   Brazilian Journal of Probability and Statistics

A new bivariate integer-valued GARCH model allowing for negative cross-correlation

(2017) Yan Cui et al.   TEST

A new bivariate integer-valued GARCH model allowing for negative cross-correlation

(2017) Yan Cui et al.   TEST

Infinitely Divisible Distributions in Integer-Valued Garch Models

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

Thinning-based models in the analysis of integer-valued time series: a review

(2015) Manuel G. Scotto et al.   STATISTICAL MODELLING

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

(2015) Esmeralda Gonçalves et al.   STATISTICS

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

(2015) Esmeralda Gonçalves et al.   STATISTICS

Generalized RCINAR(1) Process with Signed Thinning Operator

(2012) Haixiang Zhang et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

A model for integer-valued time series with conditional overdispersion

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

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

(2011) Fukang Zhu   JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

A negative binomial integer-valued GARCH model

(2010) Fukang Zhu   JOURNAL OF TIME SERIES ANALYSIS

Inference for processes with signed generalized power series thinning operator

(2009) Haixiang Zhang et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Bayesian modelling of football outcomes: using the Skellam's distribution for the goal difference

(2008) D. Karlis et al.   IMA Journal of Management Mathematics

Modelling time series of counts with overdispersion

(2008) Christian H. Weiß   Statistical Methods and Applications