Zero-modified Skellam integer-valued GARCH model (Q7011665)
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scientific article; zbMATH DE number 8012213
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| English | Zero-modified Skellam integer-valued GARCH model |
scientific article; zbMATH DE number 8012213 |
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Zero-modified Skellam integer-valued GARCH model (English)
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18 March 2025
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INGARCH model
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\(\mathbb{Z}\)-valued time series
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ZMS distribution
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conditional maximum likelihood estimation
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conditional least squares estimation
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