Modelling heavy-tailedness in count time series
Lianyong Qian, Qi Li, Fukang Zhu
Topics & Concepts
OverdispersionCount dataPoisson distributionMathematicsQuasi-likelihoodEstimatorAutoregressive modelApplied mathematicsZero-inflated modelStatisticsAsymptotic distributionPoisson regressionPopulationDemographySociologyStatistical Distribution Estimation and ApplicationsFinancial Risk and Volatility ModelingProbability and Risk Models