A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference

DOI10.1007/S11222-023-10372-7MaRDI QIDQ6494391

Y. Jang, Raanju R. Sundararajan, Wagner Barreto-Souza

Publication date: 30 April 2024

Published in: Statistics and Computing (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cites Work

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