Random rounded integer-valued autoregressive conditional heteroskedastic process

Title
Random rounded integer-valued autoregressive conditional heteroskedastic process
Authors
Keywords
Count data, Conditional mean, Conditional variance, Integer-valued time series, Random rounding operator
Journal
STATISTICAL PAPERS
Volume 54, Issue 3, Pages 645-683
Publisher
Springer Nature
Online
2012-05-23
DOI
10.1007/s00362-012-0453-2

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