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Journal of time series analysis, v.32 no.1, 2011년, pp.54 - 67
Zhu, Fukang (Jilin University)
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This article discusses the modelling of integer‐valued time series with overdispersion and potential extreme observations. For the problem, a negative binomial INGARCH model, a generalization of the Poisson INGARCH model, is proposed and stationarity conditions are given as well as the autocor...
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