A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference (Q6494391)

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scientific article; zbMATH DE number 7840041
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A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference
scientific article; zbMATH DE number 7840041

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    A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference (English)
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    30 April 2024
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