Bootstrap for integer‐valued GARCH(p, q) processes
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Publication:6189240
DOI10.1111/stan.12238MaRDI QIDQ6189240
Publication date: 8 February 2024
Published in: Statistica Neerlandica (Search for Journal in Brave)
Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx) Nonparametric inference (62Gxx)
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Cites Work
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