Integer-Valued GARCH Process (Q3505313): Difference between revisions
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Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
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Latest revision as of 11:13, 28 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Integer-Valued GARCH Process |
scientific article |
Statements
Integer-Valued GARCH Process (English)
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18 June 2008
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integer-valued time series
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GARCH model
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heteroskedasticity
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