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Modeling Z-valued time series based on new versions of the Skellam INGARCH model

Cui, Y; Li, Q; Zhu, FK

Cui, Y (corresponding author), Jilin Univ, Sch Math, 2699 Qianjin, Changchun 130012, Peoples R China.

BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2021; 35 (2): 293

Abstract

Recently, there has been a growing interest in integer-valued time series models, including integer-valued autoregressive (INAR) models and integer-va......

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