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Count Data Time Series Modelling in Julia—The CountTimeSeries.jl Package and Applications

A new software package for the Julia language, CountTimeSeries.jl, is under review, which provides likelihood based methods for integer-valued time series. The package’s functionalities are showcased in a simulation study on finite sample properties of Maximum Likelihood (ML) estimation and three re...

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Detalles Bibliográficos
Publicado en:Entropy (Basel)
Autor principal: Stapper, Manuel
Formato: Artigo
Lenguaje:Inglês
Publicado: MDPI 2021
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Acceso en línea:https://ncbi.nlm.nih.gov/pmc/articles/PMC8228825/
https://ncbi.nlm.nih.gov/pubmed/34070616
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23060666
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