scientific article; zbMATH DE number 7460334

MaRDI QIDQ5023014zbMATH OpenFDO

Authors Filipa Silva, E. Gonçalves, N. Mendes-Lopes

Publication date 20 January 2022

Full work available at URL https://www.ine.pt/revstat/pdf/REVSTAT_v19-n2-03.pdf

zbMATH Keywords

estimationinteger-valued time seriesCP-INGARCH processes

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General second-order stochastic processes (60G12)

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(7)

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