Signed compound poisson integer-valued GARCH processes

DOI10.1080/03610926.2019.1619767OpenAlexW2946936832WikidataQ127810443 ScholiaQ127810443MaRDI QIDQ5078038

Esmeralda Gonçalves, Nazaré Mendes Lopes

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1619767

zbMATH Keywords

GARCH modelcompound Poisson distributionsinteger-valued time series

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

\( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model

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