Analysis of Financial Data using a Difference-Poisson Autoregressive Model
Box and Jenkins methodologies have massively contributed to the analysis of time series data. However, the assumptions used in these methods impose constraints on the type of the data. As a result, difficulties arise when we apply those tools to a more generalized type of data (e.g. count, categoric...
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| Language: | en |
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2011
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| Online Access: | http://hdl.handle.net/10012/5934 |