A negative binomial integer-valued GARCH model (Q4979080)
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scientific article; zbMATH DE number 6304753
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| English | A negative binomial integer-valued GARCH model |
scientific article; zbMATH DE number 6304753 |
Statements
A negative binomial integer-valued GARCH model (English)
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16 June 2014
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count data
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GARCH
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negative binomial
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observation-driven model
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stationarity
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time series
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