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stat.ME2024
Bayesian estimation for novel geometric INGARCH model
Divya Kuttenchalil Andrews, N. Balakrishna
This paper introduces an integer-valued generalized autoregressive conditional heteroskedasticity (INGARCH) model based on the novel geometric distribution and discusses some of it…
stat.ME2024
Coherent forecasting of NoGeAR(1) model
Divya Kuttenchalil Andrews, N. Balakrishna
This article focuses on the coherent forecasting of the recently introduced novel geometric AR(1) (NoGeAR(1)) model - an INAR model based on inflated - parameter binomial thinning…