Journal of Jilin University Science Edition
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ZHANG Xuli, YANG Kai, WANG Dehui
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We gave a new integervalued time series model, which could describe both the strong correlation data and the weak correlation data. We gave a sufficient condition for stability of the model, and studied the problem of the maximum likelihood estimation and the asymptotic properties of the estimator.
Key words: Poisson autoregression, integervalued GARCH model, maximum likelihood estimation (MLE)
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ZHANG Xuli, YANG Kai, WANG Dehui. Parameter Estimation for a Threshold Poisson LogLinear Autoregressive Model[J].Journal of Jilin University Science Edition, 2016, 54(02): 251-256.
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URL: http://xuebao.jlu.edu.cn/lxb/EN/
http://xuebao.jlu.edu.cn/lxb/EN/Y2016/V54/I02/251
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