Infinitely Divisible Distributions in Integer‐Valued Garch Models (Q5256817)
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scientific article; zbMATH DE number 6452324
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinitely Divisible Distributions in Integer‐Valued Garch Models |
scientific article; zbMATH DE number 6452324 |
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Infinitely Divisible Distributions in Integer‐Valued Garch Models (English)
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29 June 2015
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integer-valued time series
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GARCH model
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infinitely divisible discrete probability laws
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compound Poisson distributions
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