Inferences for integer-valued time series models / Nurul Najihah Mohamad

Recently there has been a growing interest in integer-valued volatility models. The need for such time series models arises in different areas including biomedicine, insur- ance and finance. Here, we look at a class of integer-valued GARCH time series models which are of interest to the practitione...

書目詳細資料
主要作者:	Nurul Najihah, Mohamad
格式:	Thesis
出版:	2017
主題:	Q Science (General)

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