INARCH(1) processes: Higher-order moments and jumps (Q613159)

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INARCH(1) processes: Higher-order moments and jumps
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    title
    INARCH(1) processes: Higher-order moments and jumps (English)
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    author
    Christian H. Weiß
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    publication date
    20 December 2010
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    Mathematics Subject Classification ID
    62M10
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    62E15
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    65C60
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    zbMATH DE Number
    5828033
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    zbMATH Keywords
    count-data time series
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    cumulants
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    INARCH(1) model
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    jumps
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    moments
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    overdispersion
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