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"Quasi-likelihood inference for self-exciting threshold integer-valued ..."

Han Li, Kai Yang, Dehui Wang (2017)

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DOI: 10.1007/S00180-017-0748-9

access: closed

type: Journal Article

metadata version: 2020-06-29

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Han Li, Kai Yang, Dehui Wang:
Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes. Comput. Stat. 32(4): 1597-1620 (2017)

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