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pro vyhledávání: '"Carallo, Giulia"'
Autor:
Camatti, Nicola1 (AUTHOR), Carallo, Giulia1 (AUTHOR), Casarin, Roberto1 (AUTHOR), Feng, Xiang2 (AUTHOR) rachel@shnu.edu.cn
Publikováno v:
Regional Studies Regional Science. Dec2024, Vol. 11 Issue 1, p701-723. 23p.
A new integer--valued autoregressive process (INAR) with Generalised Lagrangian Katz (GLK) innovations is defined. This process family provides a flexible modelling framework for count data, allowing for under and over--dispersion, asymmetry, and exc
Externí odkaz:
http://arxiv.org/abs/2202.02029
Publikováno v:
In International Journal of Forecasting October-December 2024 40(4):1359-1390
This paper introduces a new stochastic process with values in the set Z of integers with sign. The increments of process are Poisson differences and the dynamics has an autoregressive structure. We study the properties of the process and exploit the
Externí odkaz:
http://arxiv.org/abs/2002.04470
A new integer-valued autoregressive process (INAR) with Generalised Lagrangian Katz (GLK) innovations is defined. We show that our GLK-INAR process is stationary, discrete semi-self-decomposable, infinite divisible, and provides a flexible modelling
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9246e7b9f2c254c471c60cd558e3ec89
http://arxiv.org/abs/2202.02029
http://arxiv.org/abs/2202.02029