INARCH(1) processes: Higher-order moments and jumps (Q613159): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:46, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | INARCH(1) processes: Higher-order moments and jumps |
scientific article |
Statements
INARCH(1) processes: Higher-order moments and jumps (English)
0 references
20 December 2010
0 references
count-data time series
0 references
cumulants
0 references
INARCH(1) model
0 references
jumps
0 references
moments
0 references
overdispersion
0 references