Mixed difference integer-valued GARCH model for $ \mathbb{Z}$-valued time series

Fuente: arXiv

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Bibliographic Details
Main Authors:	Aknouche, Abdelhakim, Francq, Christian, Goto, Yuichi
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory Methodology 62M10, 62F12, 62F05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.13784