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 |
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格式: | Article |
語言: | English English |
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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 http://irep.iium.edu.my/49911/3/Measures%20of%20kurtosis%20and%20skewness%20of%20INGARCH%20model.pdf http://irep.iium.edu.my/49911/ http://aip.scitation.org/toc/apc/1605/1?windowStart=150&size=50&expanded=1605 |
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