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Title
Testing the compounding structure of the CP-INARCH model
Authors
Keywords
Count-data time series, Compound Poisson distribution, INGARCH model, Diagnostic tests, Inverse moments, 60J10, 62M02, 62M10
Journal
METRIKA
Volume 80, Issue 5, Pages 571-603
Publisher
Springer Nature
Online
2017-05-03
DOI
10.1007/s00184-017-0617-0
References
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