Interventions in INGARCH processes (Q5391315)
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scientific article; zbMATH DE number 5875091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interventions in INGARCH processes |
scientific article; zbMATH DE number 5875091 |
Statements
Interventions in INGARCH processes (English)
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6 April 2011
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generalized linear models
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INGARCH(p,q) models
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GARCH models
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parametric bootstrap, transient shift
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outliers
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