Forecasting transaction counts with integer-valued GARCH models
Year of publication: |
2022
|
---|---|
Authors: | Aknouche, Abdelhakim ; Almohaimeed, Bader S. ; Dimitrakopoulos, Stefanos |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 26.2022, 4, p. 529-539
|
Subject: | count time series | forecasting | INGARCH models | MCMC | Theorie | Theory | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
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