Robust closed-form estimators for the integer-valued GARCH(1,1) model (Q1659080)
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scientific article; zbMATH DE number 6918283
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| English | Robust closed-form estimators for the integer-valued GARCH(1,1) model |
scientific article; zbMATH DE number 6918283 |
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Robust closed-form estimators for the integer-valued GARCH(1,1) model (English)
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15 August 2018
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autocorrelation function
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closed-form estimator
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robustness
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time series of counts
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0.97133094
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0.9437103
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0.9331167
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0.9093565
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0.9036165
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0.89503145
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0.8901722
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0.89013267
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0.89003956
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