Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust closed-form estimators for the integer-valued GARCH(1,1) model |
scientific article |
Statements
Robust closed-form estimators for the integer-valued GARCH(1,1) model (English)
0 references
15 August 2018
0 references
autocorrelation function
0 references
closed-form estimator
0 references
robustness
0 references
time series of counts
0 references
0 references
0 references