On some properties of autoregressive conditional Poisson (ACP) models (Q1046300)
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scientific article; zbMATH DE number 5650993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some properties of autoregressive conditional Poisson (ACP) models |
scientific article; zbMATH DE number 5650993 |
Statements
On some properties of autoregressive conditional Poisson (ACP) models (English)
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21 December 2009
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ACP
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forecasting
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transactions data
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overdispersion
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volatility
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0.8917686
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0.8824959
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0.87047654
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0.86905086
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0.86803037
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0.8670043
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0.8642108
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0.8613403
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