A mixture integer-valued GARCH model (Q5357865)
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scientific article; zbMATH DE number 6775509
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A mixture integer-valued GARCH model |
scientific article; zbMATH DE number 6775509 |
Statements
18 September 2017
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integer-valued
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mixture models
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GARCH
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EM algorithm
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0.9041343331336976
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0.8673248291015625
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0.8275099396705627
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0.8200650811195374
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0.8137235045433044
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