Modelling interventions in INGARCH processes

Liboschik Tobias, Kerschke Pascal, Fokianos Konstantinos, Fried Roland

Cite as

Liboschik, T., Kerschke, P., Fokianos, K., & Fried, R. (2016). Modelling interventions in INGARCH processes. International Journal of Computer Mathematics, 93(4), 640–657.

Details

Publication type
Research article (journal)

Peer reviewed
Yes

Publication status
Published

Year
2016

Journal
International Journal of Computer Mathematics

Volume
93

Issue
4

Start page
640

End page
657

Language
English

ISSN
0020-7160

DOI
https://doi.org/10.1080/00207160.2014.949250

Full text
http://www.tandfonline.com/