Integer-Valued GARCH Process (Q3505313): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Time series: theory and methods. / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Observation-driven models for Poisson counts / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4840212 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3149660 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4864761 / rank | |||
Normal rank |
Latest revision as of 11:13, 28 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Integer-Valued GARCH Process |
scientific article |
Statements
Integer-Valued GARCH Process (English)
0 references
18 June 2008
0 references
integer-valued time series
0 references
GARCH model
0 references
heteroskedasticity
0 references