On some properties of autoregressive conditional Poisson (ACP) models (Q1046300): Difference between revisions

@@ Property / DOI @@
-.1016/j.econlet.2009.08.018
@@ Property / DOI: 10.1016/j.econlet.2009.08.018 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2009.08.018
+Normal rank
@@ Property / OpenAlex ID @@
+W2005578843
@@ Property / OpenAlex ID: W2005578843 / rank @@
+Normal rank
@@ Property / cites work @@
+A nonlinear time series model and estimation of missing observations
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Double Exponential Families and Their Use in Generalized Linear Regression
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
+Normal rank
@@ Property / cites work @@
+Random coefficient autoregressive models: an introduction
+Normal rank
@@ Property / cites work @@
+Forecasting volatility
@@ Property / cites work: Forecasting volatility / rank @@
+Normal rank
@@ Property / cites work @@
+RCA models with GARCH innovations
@@ Property / cites work: RCA models with GARCH innovations / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.ECONLET.2009.08.018
@@ Property / DOI: 10.1016/J.ECONLET.2009.08.018 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1046300