Signed compound poisson integer-valued GARCH processes (Journal Article)

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Type: Journal Article
National /International: International
Title: Signed compound poisson integer-valued GARCH processes
Publication Date: 2020
Authors: - Esmeralda Gonçalves
- Nazaré Mendes-Lopes
Journal Name: Communications in Statistics - Theory and Methods
Volume: 49
Number: 22
Pages: 5468-5492
Abstract:
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