INARCH(1) processes: Higher-order moments and jumps (Q613159)

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INARCH(1) processes: Higher-order moments and jumps
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    INARCH(1) processes: Higher-order moments and jumps (English)
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    20 December 2010
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    count-data time series
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    cumulants
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    INARCH(1) model
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    jumps
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    moments
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    overdispersion
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