Interventions in INGARCH processes (Q5391315)

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scientific article; zbMATH DE number 5875091
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English
Interventions in INGARCH processes
scientific article; zbMATH DE number 5875091

    Statements

    title
    Interventions in INGARCH processes (English)
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    author
    Konstantinos Fokianos
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    Roland Fried
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    publication date
    6 April 2011
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    zbMATH Keywords
    generalized linear models
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    INGARCH(p,q) models
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    GARCH models
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    parametric bootstrap, transient shift
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    outliers
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F40
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    65C60
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    zbMATH DE Number
    5875091
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