A mixture integer-valued ARCH model

Journal of Statistical Planning and Inference

Volumn 140, Issue 7, 2010, Pages 2025-2036

  Zhu, Fukang ^a   Li, Qi ^a   Wang, Dehui ^a  

^a JILIN UNIVERSITY   (China)

Author keywords

Autocorrelation; EM algorithm; Integer valued time series; Mixture model; Model selection; Stationarity

Indexed keywords

EID: 77949265510     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2010.01.037     Document Type: Article

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