Negative Binomial Autoregressive Process with Stochastic Intensity
Year of publication: |
2018
|
---|---|
Authors: | Gourieroux, Christian |
Other Persons: | Lu, Yang (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Autokorrelation | Autocorrelation |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3133077 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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