Diagnostic checking integer-valued ARCH models using conditional residual autocorrelations

Published 2009 View Full Article

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Title
Diagnostic checking integer-valued ARCH models using conditional residual autocorrelations
Authors
Keywords
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Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 54, Issue 2, Pages 496-508
Publisher
Elsevier BV
Online
2009-09-24
DOI
10.1016/j.csda.2009.09.019

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