Estimation of count time series model with varying frequencies
Abstract (In modeling time series data with varying frequencies, variables at higher frequency are commonly aggregated first to coincide with the usually lower frequency of the dependent variable, and in the process, resulting to information loss. A semiparametric count model for time series data wi...
| Tác giả chính: | |
|---|---|
| Định dạng: | Luận văn |
| Ngôn ngữ: | English |
| Những chủ đề: |