INARCH(1) processes: Higher-order moments and jumps
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Publication:613159
DOI10.1016/j.spl.2010.08.001zbMath1202.62125OpenAlexW2127037338MaRDI QIDQ613159
Publication date: 20 December 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.08.001
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15)
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