A new INARMA(1,1) model with Poisson marginals (Q2179568)

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A new INARMA(1,1) model with Poisson marginals
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    A new INARMA(1,1) model with Poisson marginals (English)
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    13 May 2020
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    binomial thinning
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    count time series
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    integer-valued ARMA
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    integer-valued GARCH
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    forward algorithm
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    underreporting
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