Negative Binomial Autoregressive Process with Stochastic Intensity
Author:
Affiliation:
1. University of Toronto Toronto Canada
2. Toulouse School of Economics and CREST France
3. Department of Economics (CEPN)University of Paris 13 Sorbonne Paris Cité Villetaneuse France
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12441
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