INARCH(1) processes: Higher-order moments and jumps

Statistics and Probability Letters

Volumn 80, Issue 23-24, 2010, Pages 1771-1780

  Weiß, Christian H ^a  

^a DARMSTADT UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Count data time series; Cumulants; INARCH(1) model; Jumps; Moments; Overdispersion

Indexed keywords

EID: 77958505091     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2010.08.001     Document Type: Article

References (15)

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