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...
محفوظ في:
| المؤلفون الرئيسيون: | , , , |
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| التنسيق: | مقال |
| اللغة: | English English |
| منشور في: |
American Institute of Physics Inc.
2014
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| الموضوعات: | |
| الوصول للمادة أونلاين: | 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 |
| الوسوم: |
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الانترنت
http://irep.iium.edu.my/49911/1/49911_Measures%20of%20kurtosis%20and%20skewness%20of%20INGARCH%20model_SCOPUS.pdfhttp://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