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Flexible bivariate Poisson integer-valued GARCH model

Cui, Y; Li, Q; Zhu, FK

Zhu, FK (corresponding author), Jilin Univ, Sch Math, 2699 Qianjin St, Changchun 130012, Peoples R China.

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2020; 72 (6): 1449

Abstract

Integer-valued time series models have been widely used, especially integer-valued autoregressive models and integer-valued generalized autoregressive......

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