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

140 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Parameter change test for zero-inflated generalized Poisson autoregressive models (2016, unknown): “Using (2.5) of Zhu (2012), we obtain the moments of X as E(X s) = s∑ i=0 asiλ i s = 1, 2, . . . , (1) where asi is not related to λ and ass = (1 − ρ)/(1 − κ)s.”
Poisson QMLE of Count Time Series Models (2016, methodology): “Zhu (2012b) has shown that the expectation of the COM-Poisson distribution can be approximated by WDP1 kD1 k k .kŠ/ S. ; / ' 1 2 .”
Infinitely Divisible Distributions in Integer‐Valued Garch Models (2015, unknown): “Replacing the distribution of deviates by other particular discrete ones, like negative binomial or generalized Poisson, analogous integer-valued GARCH models have been proposed and studied (Zhu, 2011, 2012a).”