Chen, Cathy W. S.; So, Mike K. P.; Li, Jessica C.; Sriboonchitta, Songsak Autoregressive conditional negative binomial model applied to over-dispersed time series of counts. (English) Zbl 1487.62106 Stat. Methodol. 31, 73-90 (2016). MSC: 62M10 PDFBibTeX XMLCite \textit{C. W. S. Chen} et al., Stat. Methodol. 31, 73--90 (2016; Zbl 1487.62106) Full Text: DOI
Rezapour, M.; Balakrishnan, N. Some properties of stochastic volatility model that are induced by its volatility sequence. (English) Zbl 1486.62274 Stat. Methodol. 24, 28-36 (2015). MSC: 62P05 60G55 62G32 91B70 91G30 PDFBibTeX XMLCite \textit{M. Rezapour} and \textit{N. Balakrishnan}, Stat. Methodol. 24, 28--36 (2015; Zbl 1486.62274) Full Text: DOI