Periodic integer-valued GARCH(1, 1) model (Q2974922)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Periodic integer-valued GARCH(1, 1) model |
scientific article |
Statements
Periodic integer-valued GARCH(1, 1) model (English)
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11 April 2017
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mean and second moment periodically stationary model
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periodic INGARCH model
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periodically correlated integer-valued process
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