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

Journal of Mathematical Analysis and Applications

Volumn 389, Issue 1, 2012, Pages 58-71

  Zhu, Fukang ^a  

^a JILIN UNIVERSITY   (China)

Author keywords

Asymptotics; Ergodicity; Generalized Poisson; Integer valued GARCH models; Overdispersion; Stationarity; Time series of counts; Underdispersion

Indexed keywords

EID: 84855822597     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2011.11.042     Document Type: Article

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