Measures of kurtosis and skewness of INGARCH model

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Measures of kurtosis and skewness of INGARCH model

Recently there has been a growing interest in time series of counts/integer-valued time series. The time series under the hypothesis of homogeneous variance becomes unrealistic in many situations because the variance tend to change with level. Important models such as ACP (autoregressive condition...

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Bibliographic Details
Main Authors:	Mohamad, Nurul Najihah, Mohamed, Ibrahim, Thavaneswaran, Aerambamoorthy, Yahya, Mohd Sahar
Format:	Article
Language:	English English
Published:	American Institute of Physics Inc. 2014
Subjects:	Q Science (General)
Online Access:	http://irep.iium.edu.my/49911/ http://irep.iium.edu.my/49911/1/49911_Measures%20of%20kurtosis%20and%20skewness%20of%20INGARCH%20model_SCOPUS.pdf http://irep.iium.edu.my/49911/3/Measures%20of%20kurtosis%20and%20skewness%20of%20INGARCH%20model.pdf

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