On composite likelihood estimation of a multivariate INAR(1) model
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Publication:2852492
DOI10.1111/jtsa.12003zbMath1274.62376OpenAlexW2131136233MaRDI QIDQ2852492
Dimitris Karlis, Xanthi Pedeli
Publication date: 9 October 2013
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12003
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)
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