A multiplicative thinning‐based integer‐valued GARCH model (Q6148341): Difference between revisions

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Revision as of 08:44, 23 August 2024

scientific article; zbMATH DE number 7786777
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English
A multiplicative thinning‐based integer‐valued GARCH model
scientific article; zbMATH DE number 7786777

    Statements

    A multiplicative thinning‐based integer‐valued GARCH model (English)
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    11 January 2024
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    ACD model
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    INAR model
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    INGARCH model
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    integer-valued time series
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    multiplicative error model (MEM)
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    two-stage weighted least squares
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