A mixture integer-valued ARCH model
type: Item
instance of: scholarly article
title: A mixture integer-valued ARCH model
zbMATH Open document ID: 1184.62159
author: Fukang Zhu
author: Qi Li
author: Dehui Wang
published in: Journal of Statistical Planning and Inference
publication date: 2010-04-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5692775
zbMATH Keywords: autocorrelation
zbMATH Keywords: EM algorithm
zbMATH Keywords: integer-valued time series
zbMATH Keywords: mixture model
zbMATH Keywords: model selection
zbMATH Keywords: stationarity
MaRDI profile type: Publication
full work available at URL: j.jspi.2010.01.037
OpenAlex ID: W1985284584
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DOI: 10.1016/J.JSPI.2010.01.037
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description: scientific article; zbMATH DE number 5692775