Soft-clipping INGARCH models for time series of bounded counts
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Publication:6669967
DOI10.1177/1471082X221121223MaRDI QIDQ6669967FDOQ6669967
Authors: Christian H. Weiß, Malte Jahn
Publication date: 22 January 2025
Published in: Statistical Modelling (Search for Journal in Brave)
count time seriesML estimationnegative autocorrelationbinomial INGARCH modelsmollified uniform distributionsoft clipping function
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