Flexible bivariate Poisson integer-valued GARCH model
Y Cui, Q Li, F Zhu - Annals of the Institute of Statistical Mathematics, 2020 - Springer
Integer-valued time series models have been widely used, especially integer-valued
autoregressive models and integer-valued generalized autoregressive conditional …
autoregressive models and integer-valued generalized autoregressive conditional …
Stationarity and ergodicity of Markov switching positive conditional mean models
A Aknouche, C Francq - Journal of Time Series Analysis, 2022 - Wiley Online Library
A general Markov‐Switching autoregressive conditional mean model, valued in the set of
non‐negative numbers, is considered. The conditional distribution of this model is a finite …
non‐negative numbers, is considered. The conditional distribution of this model is a finite …
Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts
Adaptive log-linear zero-inflated generalized Poisson autoregressive model with
applications to crime counts Page 1 The Annals of Applied Statistics 2020, Vol. 14, No. 3 …
applications to crime counts Page 1 The Annals of Applied Statistics 2020, Vol. 14, No. 3 …
Are Information criteria good enough to choose the right the number of regimes in Hidden Markov Models?
Selecting the number of regimes in Hidden Markov models is an important problem. There
are many criteria that are used to select this number, such as Akaike information criterion …
are many criteria that are used to select this number, such as Akaike information criterion …
[PDF][PDF] Etude probabiliste et statistique de quelques modèles de séries chronologiques à valeurs entières à coefficients constants et périodiques
F Ouzzani - 2020 - dspace.usthb.dz
It is well known nowadays that Mixture Autoregressive Conditionally Heteroskedastic
(MARCH) and Mixture of Generalized Autoregressive Conditionally Heteroskedastic …
(MARCH) and Mixture of Generalized Autoregressive Conditionally Heteroskedastic …