A mixture integer-valued ARCH model (Q963895): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q257850 |
||
Property / author | |||
Property / author: De-Hui Wang / rank | |||
Revision as of 02:18, 12 February 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
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