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A Systematic Review of INGARCH Models for Integer-Valued Time Series

Count time series are widely available in fields such as epidemiology, finance, meteorology, and sports, and thus there is a growing demand for both methodological and application-oriented research on such data. This paper reviews recent developments in integer-valued generalized autoregressive cond...

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Detalles Bibliográficos
Autores principales: Liu, Mengya, Zhu, Fukang, Li, Jianfeng, Sun, Chuning
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10297321/
https://www.ncbi.nlm.nih.gov/pubmed/37372266
http://dx.doi.org/10.3390/e25060922