Signed compound poisson integer-valued GARCH processes (Q5078038): Difference between revisions
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Latest revision as of 22:39, 30 July 2024
scientific article; zbMATH DE number 7529967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Signed compound poisson integer-valued GARCH processes |
scientific article; zbMATH DE number 7529967 |
Statements
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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