Statistical analysis of discrete-valued time series using categorical ARMA models
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DOI: 10.1016/j.csda.2012.06.003
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Cited by:
- Pedeli, Xanthi & Karlis, Dimitris, 2013. "Some properties of multivariate INAR(1) processes," Computational Statistics & Data Analysis, Elsevier, vol. 67(C), pages 213-225.
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Keywords
AIC; BIC; Corrected AIC; Maximum likelihood estimation; Pegram’s mixing operator; Order selection; Randomized conditional moment test;All these keywords.
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