A unifying class of compound Poisson integer-valued ARMA and GARCH models (Q6939999)
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scientific article; zbMATH DE number 8083015
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| English | A unifying class of compound Poisson integer-valued ARMA and GARCH models |
scientific article; zbMATH DE number 8083015 |
Statements
A unifying class of compound Poisson integer-valued ARMA and GARCH models (English)
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20 August 2025
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branching process
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count time series
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forward algorithm
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geometric ergodicity
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integer-valued ARMA
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