3 citations · 3 across the 2 of their papers we have counts for
2 papers
stat.AP2022★ 3 cited
An Integer GARCH model for a Poisson process with time varying zero-inflation
Isuru Ratnayake, V. A. Samaranayake
A time-varying zero-inflated serially dependent Poisson process is proposed. The model assumes that the intensity of the Poisson Process evolves according to a generalized autoregr…
econ.EM2022
Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model
Isuru Ratnayake, V. A. Samaranayake
This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) formulation for modeling the daily price ranges of financial assets. It is assumed that the p…