The Marginal Distribution of Compound Poisson INAR(1) Processes
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Publication:2833387
DOI10.1007/978-3-319-13881-7_39zbMath1351.62047OpenAlexW2127231649WikidataQ61927790 ScholiaQ61927790MaRDI QIDQ2833387
Publication date: 18 November 2016
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_39
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Characterization and structure theory of statistical distributions (62E10)
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Cites Work
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- The INARCH(1) Model for Overdispersed Time Series of Counts
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Integer-valued autoregressive models for counts showing underdispersion
- Univariate Discrete Distributions
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