A multiplicative thinning‐based integer‐valued GARCH model (Q6148341)
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scientific article; zbMATH DE number 7786777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multiplicative thinning‐based integer‐valued GARCH model |
scientific article; zbMATH DE number 7786777 |
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A multiplicative thinning‐based integer‐valued GARCH model (English)
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11 January 2024
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ACD model
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INAR model
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INGARCH model
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integer-valued time series
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multiplicative error model (MEM)
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two-stage weighted least squares
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