On some properties of autoregressive conditional Poisson (ACP) models (Q1046300): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On some properties of autoregressive conditional Poisson (ACP) models |
scientific article |
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On some properties of autoregressive conditional Poisson (ACP) models (English)
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21 December 2009
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ACP
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forecasting
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transactions data
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overdispersion
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volatility
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