Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080): Difference between revisions
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Latest revision as of 01:32, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust closed-form estimators for the integer-valued GARCH(1,1) model |
scientific article |
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Robust closed-form estimators for the integer-valued GARCH(1,1) model (English)
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15 August 2018
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autocorrelation function
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closed-form estimator
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robustness
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time series of counts
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