Signed compound poisson integer-valued GARCH processes
Gonçalves, Esmeralda, Mendes-Lopes, NazaréLanguage:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2019.1619767
Date:
May, 2019
File:
PDF, 2.90 MB
english, 2019