Markov-switching Poisson generalized autoregressive conditional heteroscedastic models (Q6073477)
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scientific article; zbMATH DE number 7738992
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| English | Markov-switching Poisson generalized autoregressive conditional heteroscedastic models |
scientific article; zbMATH DE number 7738992 |
Statements
Markov-switching Poisson generalized autoregressive conditional heteroscedastic models (English)
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16 September 2023
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count time series
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Markov regime switching
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generalized conditional heteroscedasticity
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geometric ergodicity
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Poisson GARCH
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gmoothing
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