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上一条 : Li, Q., Lian, H. and Zhu, F. (2016). Robust closed-form estimators for the integer-valued GARCH(1,1) model. Computational Statistics and Data Analysis, 101, 209-225. (SCI)
下一条 : Cui, Y. and Zhu, F. (2018). A new bivariate integer-valued GARCH model allowing for negative cross-correlation. Test, 27(2), 428-452. (SCI)