Structural Laplace Transform and Compound Autoregressive Models (Q3440747)

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Structural Laplace Transform and Compound Autoregressive Models
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    Structural Laplace Transform and Compound Autoregressive Models (English)
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    29 May 2007
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    compound Poisson process
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    integer-valued autoregression
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    ergodicity
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    reversibility
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    forecasting
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