Mixtures of Nonlinear Poisson Autoregressions
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DOI: 10.1111/jtsa.12558
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References listed on IDEAS
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Citations
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Cited by:
- Weiß, Christian H. & Zhu, Fukang, 2024. "Conditional-mean multiplicative operator models for count time series," Computational Statistics & Data Analysis, Elsevier, vol. 191(C).
- Aknouche, Abdelhakim & Scotto, Manuel, 2022. "A multiplicative thinning-based integer-valued GARCH model," MPRA Paper 112475, University Library of Munich, Germany.
- Abdelhakim Aknouche & Christian Francq, 2022.
"Stationarity and ergodicity of Markov switching positive conditional mean models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 436-459, May.
- Aknouche, Abdelhakim & Francq, Christian, 2020. "Stationarity and ergodicity of Markov switching positive conditional mean models," MPRA Paper 102503, University Library of Munich, Germany.
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