Conditional heteroscedasticity test for Poisson autoregressive model
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Publication:4975153
DOI10.1080/03610926.2015.1085560zbMath1368.62249OpenAlexW2395551833MaRDI QIDQ4975153
De-Hui Wang, Zhi-Wen Zhao, Cui-Xin Peng
Publication date: 3 August 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2015.1085560
empirical likelihoodestimating equationPoisson autoregressive modelconditional heteroscedasticityinteger-valued time series
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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