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"A multivariate heavy-tailed integer-valued GARCH process with EM ..."

Yuhyeong Jang, Raanju R. Sundararajan, Wagner Barreto-Souza (2024)

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DOI: 10.1007/S11222-023-10372-7

access: open

type: Journal Article

metadata version: 2024-03-08

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Yuhyeong Jang, Raanju R. Sundararajan, Wagner Barreto-Souza:
A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference. Stat. Comput. 34(1): 56 (2024)

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