Negative Binomial Autoregressive Process with Stochastic Intensity
Year of publication: |
2018
|
---|---|
Authors: | Gouriéroux, Christian ; Lu, Yang |
Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 40.2018, 2 (10.12.), p. 225-247
|
Publisher: |
Wiley |
Saved in:
Online Resource
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