Integer-Valued GARCH Process (Q3505313)
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scientific article; zbMATH DE number 5290224
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Integer-Valued GARCH Process |
scientific article; zbMATH DE number 5290224 |
Statements
Integer-Valued GARCH Process (English)
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18 June 2008
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integer-valued time series
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GARCH model
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heteroskedasticity
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0.8958422541618347
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0.846890389919281
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0.8429798483848572
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0.8393039107322693
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0.8377562761306763
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