Research Article
Flexible Lévy-Based Models for Time Series of Count Data with Zero-Inflation, Overdispersion, and Heavy Tails
Table 5
Comparison of Lévy-based models with GPIG-INAR (1).
| | Model | Mean | Variance | AIC | RMSE |
| | Empirical | 14.5208 | 251.1662 | — | — | | GPIG-INAR (1) | 14.5383 | 292.5875 | 1033.1376 | 1.6462 | | PIG-Lévy-based with an exponential kernel | 14.5634 | 149.8246 | 616.9301 | 1.2065 | | PIG-Lévy-based with sup-IG kernel | 15.1953 | 168.0466 | 1038.2727 | 1.7370 |
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