Bell-INGARCH Model
Bell 整数值 GARCH 模型
Integer-valued time series exist widely in economics, finance, biology, computer science, medicine, insurance, and many other fields. In recent years, many types of models have been proposed to model integer-valued time series data, in which the integer autoregressive model and integer-valued GARCH model are the most representative. Although there have been many results of integer-valued time series data, the parameters of integer-valued time series model structure are more…