INARCH(1) processes: Higher-order moments and jumps (Q613159)
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scientific article; zbMATH DE number 5828033
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| English | INARCH(1) processes: Higher-order moments and jumps |
scientific article; zbMATH DE number 5828033 |
Statements
INARCH(1) processes: Higher-order moments and jumps (English)
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20 December 2010
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count-data time series
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cumulants
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INARCH(1) model
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jumps
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moments
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overdispersion
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0.8323188424110413
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0.8038133382797241
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0.7770174741744995
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0.7761367559432983
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0.7686253190040588
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