A Systematic Review of INGARCH Models for Integer-Valued Time Series

Count time series are widely available in fields such as epidemiology, finance, meteorology, and sports, and thus there is a growing demand for both methodological and application-oriented research on such data. This paper reviews recent developments in integer-valued generalized autoregressive cond...

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Bibliographic Details
Main Authors: Mengya Liu, Fukang Zhu, Jianfeng Li, Chuning Sun
Format: Article
Language:English
Published: MDPI AG 2023-06-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/25/6/922