Robust closed-form estimators for the integer-valued GARCH(1,1) model

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Publication:1659080

DOI10.1016/j.csda.2016.03.006zbMath1466.62141OpenAlexW2306933795MaRDI QIDQ1659080

Qi Li, Heng Lian, Fukang Zhu

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2016.03.006




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