A study on the integer-valued time series models with overdispersion
碩士 === 國立中山大學 === 應用數學系研究所 === 101 === Time series of counts observed in practice often exhibit overdispersion. The integer-valued generalized autoregressive conditional heteroscedastic (Ingarch) models are commonly used for count time series with overdispersion. We assume the conditional mean of an...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/05765042285169986771 |