Parameter estimation for binomial AR(1) models with applications in finance and industry
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-012-0449-y.pdf
Reference34 articles.
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4. Brännäs K, Quoreshi AMMS (2010) Integer-valued moving average modelling of the number of transactions in stocks. Appl Financ Econ 20: 1429–1440
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