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Programme / Discipline Statistics Author Mulamfu, Carols Start Over

1. A negative binomial ingarch model for overdispersed count time series structure, parameter estimation and application to real data

Mulamfu, Carols
2025·Master of Science·University of Zambia

This dissertation develops a negative binomial integer-valued generalized autoregressive conditional heteroscedastic model of order p, q (negative binomial INGARCH(p, q)) for overdispersed count time series data with potential extreme values. The model is formulated such that its conditional...

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