A mixture integer-valued ARCH model (Q963895): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 19:18, 30 January 2024

scientific article
Language Label Description Also known as
English
A mixture integer-valued ARCH model
scientific article

    Statements

    A mixture integer-valued ARCH model (English)
    0 references
    0 references
    0 references
    0 references
    14 April 2010
    0 references
    autocorrelation
    0 references
    EM algorithm
    0 references
    integer-valued time series
    0 references
    mixture model
    0 references
    model selection
    0 references
    stationarity
    0 references

    Identifiers