Flexible bivariate INGARCH process with a broad range of contemporaneous correlation
Work
Year: 2022
Type: article
Abstract: We propose a novel flexible bivariate conditional Poisson (BCP) INteger‐valued Generalized AutoRegressive Conditional Heteroscedastic (INGARCH) model for correlated count time series data. Our propose... more
Source: Journal of Time Series Analysis
Cites: 49
Cited by: 8
Related to: 10
FWCI: 1.794
Citation percentile (by year/subfield): 67.59
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green