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

Journal of Statistical Planning and Inference

Volumn 142, Issue 4, 2012, Pages 826-839

  Zhu, Fukang ^a  

^a JILIN UNIVERSITY   (China)

Author keywords

EM algorithm; Integer valued GARCH model; Negative binomial; Poisson; Time series of counts; Zero inflation

Indexed keywords

EID: 84855849158     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2011.10.002     Document Type: Article

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