Nearly unstable integer‐valued ARCH process and unit root testing (Q6196809)
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scientific article; zbMATH DE number 7819235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nearly unstable integer‐valued ARCH process and unit root testing |
scientific article; zbMATH DE number 7819235 |
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Nearly unstable integer‐valued ARCH process and unit root testing (English)
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15 March 2024
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count time series
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Cox-Ingersoll-Ross diffusion process
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inference
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limit theorems
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stochastic integral
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