First-order integer-valued autoregressive process with Markov-switching coefficients (Q5092673)

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scientific article; zbMATH DE number 7562233
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First-order integer-valued autoregressive process with Markov-switching coefficients
scientific article; zbMATH DE number 7562233

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    First-order integer-valued autoregressive process with Markov-switching coefficients (English)
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    22 July 2022
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    INAR
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    Markov-switching model
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    maximum likelihood estimation
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    thinning operation
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