Inferences for integer-valued time series models / Nurul Najihah Mohamad

• 主要作者: Nurul Najihah, Mohamad
• 格式: Thesis
• 出版: 2017
• 主題: Q Science (General)
• 在線閱讀: http://studentsrepo.um.edu.my/7322/1/All.pdf; http://studentsrepo.um.edu.my/7322/9/najihah.pdf; http://studentsrepo.um.edu.my/7322/

Recently there has been a growing interest in integer-valued volatility models. The need for such time series models arises in different areas including biomedicine, insur- ance and finance. Here, we look at a class of integer-valued GARCH time series models which are of interest to the practitione...