The INARCH(1) Model for Overdispersed Time Series of Counts

By Christian H. Weiβ. 2010

77 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/66db7df520b9d34e0eb89af5ee07520706866eb0

How researchers see this paper

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

In Finance

1. Joseph Tadjuidje Kamgaing
2. Jürgen Franke
3. Claudia Kirch
4. Sangyeol Lee
5. Jiwon Kang

In Management Science and Operations Research

1. Claudia Kirch
2. Lajos Horv'ath
3. Alexander Aue
4. Haeran Cho
5. Marie Husková

In Statistics and Probability

1. Joseph Tadjuidje Kamgaing
2. Jürgen Franke
3. Claudia Kirch
4. Sangyeol Lee
5. Lajos Horv'ath
6. Alexander Aue
7. Dimitris Nicolas Politis
8. Juan-Carlos Escanciano

Citations in the corpus

• Changepoints in times series of counts (2012, background): “Sequences of counts, which exhibit temporal dependence, appear also in many other fields of applications like statistical quality control (Weiß, 2007) or finance (Rydberg and Shephard, 2000); Fokianos, et al., 2009; Jung and Tremayne, 2011) and insurance (Zhu and Joe, 2006).”