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A Modified Multiplicative Thinning-Based INARCH Model: Properties, Saddlepoint Maximum Likelihood Estimation, and

Yue Xu1, Qi Li2, Fukang Zhu1

  • 1School of Mathematics, Jilin University, Changchun 130012, China.

Entropy (Basel, Switzerland)
|February 25, 2023
PubMed

Keywords:
INARCH modelsaddlepoint approximationthinning-based modeltime series of counts

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