Signed compound poisson integer-valued GARCH processes
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Publication:5078038
DOI10.1080/03610926.2019.1619767OpenAlexW2946936832WikidataQ127810443 ScholiaQ127810443MaRDI QIDQ5078038
Esmeralda Gonçalves, Nazaré Mendes Lopes
Publication date: 20 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1619767
Related Items (2)
\( \mathbb{Z} \)-valued time series: models, properties and comparison ⋮ Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
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