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...
| 主要作者: | |
|---|---|
| 格式: | Thesis |
| 出版: |
2017
|
| 主題: |