A mixture integer-valued ARCH model

Author:

Zhu Fukang,Li Qi,Wang Dehui

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference29 articles.

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2. Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models;Biernacki;Computational Statistics & Data Analysis,2003

3. Model Selection and Multimodel Inference: A Practical Information—Theoretic Approach;Burnham,2002

4. A Handbook of Statistical Analyses using SAS;Der,2002

5. Integer-valued GARCH process;Ferland;Journal of Time Series Analysis,2006

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