On some properties of autoregressive conditional Poisson (ACP) models (Q1046300): Difference between revisions
From MaRDI portal
Revision as of 07:25, 2 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On some properties of autoregressive conditional Poisson (ACP) models |
scientific article |
Statements
On some properties of autoregressive conditional Poisson (ACP) models (English)
0 references
21 December 2009
0 references
ACP
0 references
forecasting
0 references
transactions data
0 references
overdispersion
0 references
volatility
0 references
0 references
0 references