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

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

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...

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Bibliographic Details
Main Author:	Nurul Najihah, Mohamad
Format:	Thesis
Published:	2017
Subjects:	Q Science (General)
Online Access:	http://studentsrepo.um.edu.my/7322/ http://studentsrepo.um.edu.my/7322/1/All.pdf http://studentsrepo.um.edu.my/7322/9/najihah.pdf

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