A negative binomial integer-valued GARCH model
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Publication:4979080
DOI10.1111/J.1467-9892.2010.00684.XzbMATH Open1290.62092OpenAlexW2151540825MaRDI QIDQ4979080FDOQ4979080
Publication date: 16 June 2014
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00684.x
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)
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