A geometric time series model with dependent Bernoulli counting series

By Miroslav M. Ristic, Aleksandar S. Nastic, Ana V. Miletić Ilić. 2013

73 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/8f18f41105fd42f311d4ae3b23396b17b61a07fa

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. W. Barreto‐Souza

In Statistics and Probability

1. W. Barreto‐Souza
2. Gauss Moutinho Cordeiro

Citations in the corpus

• Zero‐Modified Geometric INAR(1) Process for Modelling Count Time Series with Deflation or Inflation of Zeros (2015, background): “…have recently appeared in the literature dealing with INAR processes are those of Barczy et al. (2012), Nastić (2012), Nastić and Ristić (2012), Ristić et al. (2013), Weiß (2013), Weiß and Kim (2013), Meintanis and Karlis (2014), Schweer and Weiß (2014) and Bisaglia and Canale (2015) just…”