Flexible Lévy-Based Models for Time Series of Count Data with Zero-Inflation, Overdispersion, and Heavy Tails
The explosion of time series count data with diverse characteristics and features in recent years has led to a proliferation of new analysis models and methods. Significant efforts have been devoted to achieving flexibility capable of handling complex dependence structures, capturing multiple distri...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2023-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2023/1780404 |
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