Integer‐valued asymmetric garch modeling (Q5012864): Difference between revisions

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+A Skellam GARCH model
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+Normal rank
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+Poisson difference integer valued autoregressive model of order one
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+A parametric time series model with covariates for integers in Z
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+RANK-BASED ESTIMATION FOR GARCH PROCESSES
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+Estimation When a Parameter is on a Boundary
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+Integer-valued Lévy processes and low latency financial econometrics
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+GARCH processes: structure and estimation
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+The Lindeberg-Levy Theorem for Martingales
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+Q4269108
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+Generalized autoregressive conditional heteroscedasticity
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+Q5663204
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+M-estimation for autoregression with infinite variance
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+Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
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+On weak dependence conditions for Poisson autoregressions
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Integer-Valued GARCH Process
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+Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero
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+GARCH Models
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+A non-stationary integer-valued autoregressive model
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+A Simplex Method for Function Minimization
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+Estimation in conditionally heteroscedatic time series models.
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