Signed compound poisson integer-valued GARCH processes (Q5078038): Difference between revisions

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Revision as of 19:42, 5 March 2024

scientific article; zbMATH DE number 7529967
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Signed compound poisson integer-valued GARCH processes
scientific article; zbMATH DE number 7529967

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    Signed compound poisson integer-valued GARCH processes (English)
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    20 May 2022
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    integer-valued time series
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    GARCH model
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    compound Poisson distributions
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