Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion (Q1623597)
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English | Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion |
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Compound Poisson INAR(1) processes: stochastic properties and testing for overdispersion (English)
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23 November 2018
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compound Poisson distribution
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INAR(1) model
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joint moments
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\(\alpha\)-mixing
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index of dispersion
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