Measures of kurtosis and skewness of INGARCH model

Recently there has been a growing interest in time series of counts/integer-valued time series. The time series under the hypothesis of homogeneous variance becomes unrealistic in many situations because the variance tend to change with level. Important models such as ACP (autoregressive condition...

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Main Authors: Mohamad, Nurul Najihah, Mohamed, Ibrahim, Thavaneswaran, Aerambamoorthy, Yahya, Mohd Sahar
格式: Article
語言:English
English
出版: American Institute of Physics Inc. 2014
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在線閱讀:http://irep.iium.edu.my/49911/1/49911_Measures%20of%20kurtosis%20and%20skewness%20of%20INGARCH%20model_SCOPUS.pdf
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http://aip.scitation.org/toc/apc/1605/1?windowStart=150&size=50&expanded=1605
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