Modeling and inference for multivariate time series of counts based on the INGARCH scheme (Q2084059)

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Modeling and inference for multivariate time series of counts based on the INGARCH scheme
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    Modeling and inference for multivariate time series of counts based on the INGARCH scheme (English)
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    17 October 2022
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    multivariate time series of counts
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    MINGARCH model
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    QMLE
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    MDPDE
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    change point test
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