Title: | INGARCH and Regression Models for Count Time Series | Authors: | Weiß, Christian H. | Language: | en | Issue Date: | 2018 | Document Type: | Article | Source: | Enthalten in: Wiley StatsRef, April 2014-. - 2018, insges. 6 S. | Journal / Series / Working Paper (HSU): | Wiley StatsRef | Volume: | 2018 | Pages: | insges. 6 S. | Abstract: | Although the INGARCH models for count time series are said to be an integervalued counterpart to the generalized autoregressive conditional heteroskedasticity (GARCH) models, they may also be understood as an adaption of the autoregressive movingaverage (ARMA) models to the countdata case. The stochastic properties of these models as well as some extensions are discussed. In particular, the INGARCH models that are a type of linear conditional regression model, and also nonlinear regression models have been proposed for count time series. |
Organization Units (connected with the publication): | Quantitative Methoden der Wirtschaftswissenschaften | URL: | https://ub.hsu-hh.de/DB=1.8/XMLPRS=N/PPN?PPN=1031846794 | DOI: | 10.1002/9781118445112.stat08134 |
Appears in Collections: | 2018 |
Show full item record
CORE Recommender
User Tools
Items in openHSU are protected by copyright, with all rights reserved, unless otherwise indicated.