Estimating time series models for count data using efficient importance sampling
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Publication:1879469
zbMath1100.62086MaRDI QIDQ1879469
Roman Liesenfeld, Robert C. Jung
Publication date: 22 September 2004
Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
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