Mean targeting estimator for the integer-valued GARCH(1, 1) model (Q2306886)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean targeting estimator for the integer-valued GARCH(1, 1) model |
scientific article |
Statements
Mean targeting estimator for the integer-valued GARCH(1, 1) model (English)
0 references
27 March 2020
0 references
GARCH model
0 references
mean targeting estimator
0 references
MLE
0 references
numerical simplicity
0 references
time series of counts
0 references
0 references
0 references
0 references
0 references
