A new mixed first-order integer-valued autoregressive process with Poisson innovations
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Publication:2068893
DOI10.1007/s10182-020-00381-6zbMath1478.62265OpenAlexW3092925606MaRDI QIDQ2068893
Luz M. Z. Fernández, Lucas O. F. Sales, Daniel L. R. Orozco, André L. S. Pinho
Publication date: 20 January 2022
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-020-00381-6
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
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