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An integer-valued ARCH process with a conditional zero-inflated binomial distribution is introduced. Stationarity, ergodicity and the autocovariance structure are studied as well as the estimation of parameters by conditional maximum likelihood. Numerical studies and an application to the number of hours in a day in which the prices of electricity for Portugal and Spain are different illustrate the performance of this model when compared with others.

Zero-inflated binomial integer-valued ARCH models for time series