"Robust closed-form estimators for the integer-valued GARCH (1, 1) model."

Qi Li, Heng Lian, Fukang Zhu (2016)

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DOI: 10.1016/J.CSDA.2016.03.006

access: closed

type: Journal Article

metadata version: 2020-02-18

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Qi Li, Heng Lian, Fukang Zhu:
Robust closed-form estimators for the integer-valued GARCH (1, 1) model. Comput. Stat. Data Anal. 101: 209-225 (2016)

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