A mixture integer-valued ARCH model (Q963895)

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A mixture integer-valued ARCH model
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    title
    A mixture integer-valued ARCH model (English)
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    author
    Fukang Zhu
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    Qi Li
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    publication date
    14 April 2010
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    Mathematics Subject Classification ID
    62M10
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    62H12
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    65C60
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    zbMATH DE Number
    5692775
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    zbMATH Keywords
    autocorrelation
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    EM algorithm
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    integer-valued time series
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    mixture model
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    model selection
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    stationarity
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