A mixture integer-valued ARCH model

Published 2010 View Full Article

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Title
A mixture integer-valued ARCH model
Authors
Keywords
-
Journal
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Volume 140, Issue 7, Pages 2025-2036
Publisher
Elsevier BV
Online
2010-02-05
DOI
10.1016/j.jspi.2010.01.037

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