Integer-Valued GARCH Process (Q3505313)

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Integer-Valued GARCH Process
scientific article

    Statements

    title
    Integer-Valued GARCH Process (English)
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    author
    René Ferland
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    Alain Latour
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    Driss Oraichi
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    publication date
    18 June 2008
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    zbMATH Keywords
    integer-valued time series
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    GARCH model
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    heteroskedasticity
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F10
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    62E20
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    zbMATH DE Number
    5290224
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