Integer-Valued GARCH Process
From MaRDI portal
Publication:3505313
DOI10.1111/j.1467-9892.2006.00496.xzbMath1150.62046MaRDI QIDQ3505313
Driss Oraichi, René Ferland, Alain Latour
Publication date: 18 June 2008
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2006.00496.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62F10: Point estimation
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