"Diagnostic checking integer-valued ARCH(p) models using conditional ..."

Fukang Zhu, Dehui Wang (2010)

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DOI: 10.1016/J.CSDA.2009.09.019

access: closed

type: Journal Article

metadata version: 2020-02-18

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Fukang Zhu, Dehui Wang:
Diagnostic checking integer-valued ARCH(p) models using conditional residual autocorrelations. Comput. Stat. Data Anal. 54(2): 496-508 (2010)

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