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Journal of Time Series Analysis 2018 / 12

Negative Binomial Autoregressive Process with Stochastic Intensity

Gouriéroux, Christian, Lu, Yang
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Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12441
Date:
December, 2018
File:
PDF, 330 KB
english, 2018
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