A misspecification test for multiplicative error models of non-negative time series processes (Q888328)

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A misspecification test for multiplicative error models of non-negative time series processes
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    A misspecification test for multiplicative error models of non-negative time series processes (English)
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    30 October 2015
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    positive time-series
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    dependent point process
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    hypothesis testing
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    multiplicative error model
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