Generalized Poisson difference autoregressive processes
Giulia Carallo, Roberto Casarin, Christian P. Robert
| Year of publication: |
2024
|
|---|---|
| Authors: | Carallo, Giulia ; Casarin, Roberto ; Robert, Christian P. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 4, p. 1359-1390
|
| Subject: | Bayesian inference | Counts time series | Cyber risk | GARCH models | Poisson processes | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Schätztheorie | Estimation theory | IT-Kriminalität | IT crime | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2023.11.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015438408