A mixture integer-valued ARCH model (Q963895)
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scientific article; zbMATH DE number 5692775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixture integer-valued ARCH model |
scientific article; zbMATH DE number 5692775 |
Statements
A mixture integer-valued ARCH model (English)
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14 April 2010
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autocorrelation
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EM algorithm
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integer-valued time series
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mixture model
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model selection
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stationarity
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0.94394886
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0.91982114
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0.89698553
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0.8863777
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0.8756394
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0.87230617
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