Estimation and testing linearity for non-linear mixed Poisson autoregressions
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Cited in
(13)- Modeling \(\mathbb{Z}\)-valued time series based on new versions of the Skellam INGARCH model
- On periodic ergodicity of a general periodic mixed Poisson autoregression
- Necessary and sufficient conditions for the identifiability of observation‐driven models
- Testing Linearity for Network Autoregressive Models
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