A trinomial difference autoregressive process for the bounded \(\mathbb{Z}\)-valued time series
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Publication:6655926
DOI10.1111/jtsa.12762MaRDI QIDQ6655926
Fukang Zhu, Huaping Chen, Zifei Han
Publication date: 27 December 2024
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
asymptotic property\(\mathbb{Z}\)-valued GARCH processbounded \(\mathbb{Z}\)-valued time seriesCML estimation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62Mxx)
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