An alternative hyper-Poisson integer-valued GARCH model with application to polio, internet protocol and COVID-19 data

An alternative hyper-Poisson integer-valued GARCH model with application to polio, internet protocol and COVID-19 data

Time series of counts are observed widely in actuarial science, finance, epidemiology and biology. These time series may exhibit over-, equi- and under-dispersion. The Poisson distribution is commonly used in count time series models, but it is restricted by the equality of mean and variance. Other...

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Bibliographic Details
Main Authors: Kee Wah Fo, Seng Huat Ong, Choung Min Ng, You Beng Koh
Format: Article
Language:English
Published: AIMS Press 2023-10-01
Series:AIMS Mathematics
Subjects:
alternative hyper-poisson
integer-valued garch
time series of counts
polio
internet protocol
covid-19
Online Access:https://www.aimspress.com/article/doi/10.3934/math.20231491?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.20231491?viewType=HTML

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