Periodic integer-valued GARCH(1, 1) model

DOI10.1080/03610918.2014.994780zbMath1362.62163OpenAlexW1971170906MaRDI QIDQ2974922

Mohamed Bentarzi, Wissam Bentarzi

Publication date: 11 April 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.994780

zbMATH Keywords

periodically correlated integer-valued processmean and second moment periodically stationary modelperiodic INGARCH model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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