Estimation in integer-valued moving average models
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Publication:2759391
DOI10.1002/asmb.445zbMath0979.62066OpenAlexW1997039811WikidataQ59441907 ScholiaQ59441907MaRDI QIDQ2759391
Publication date: 12 December 2001
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.445
probability generating functionsMonte-Carlo simulationsconditional least-squares estimatormodel characterization
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Economic time series analysis (91B84)
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