Pages that link to "Item:Q1007346"
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The following pages link to A mathematical approach to detect the Taylor property in TARCH processes (Q1007346):
Displayed 5 items.
- A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model (Q493625) (← links)
- On the structure of generalized threshold ARCH processes (Q962013) (← links)
- Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (Q2270866) (← links)
- Infinitely Divisible Distributions in Integer‐Valued Garch Models (Q5256817) (← links)
- Zero-inflated compound Poisson distributions in integer-valued GARCH models (Q5739683) (← links)