Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes (Q6189240)
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scientific article; zbMATH DE number 7801605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes |
scientific article; zbMATH DE number 7801605 |
Statements
Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes (English)
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8 February 2024
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absolute regularity
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bootstrap
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coupling
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integer-valued GARCH
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mixing
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stationarity
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