Signed compound poisson integer-valued GARCH processes

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Signed compound poisson integer-valued GARCH processes

Gonçalves, Esmeralda, Mendes-Lopes, Nazaré
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Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2019.1619767
Date:
May, 2019
File:
PDF, 2.90 MB
english, 2019
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