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Stapper, Manuel: Count Data Time Series Modelling in Julia—The CountTimeSeries.jl Package and Applications
Inhalt
The CountTimeSeries Package
INGARCH Framework
INARMA Framework
Package Structure
Application: COVID-19
Model
Results
Implementation
Application: Animal Health in New Zealand
Model and Implementation
Results
Application: Corporate Insolvencies in Rhineland-Palatinate
Models and Implementation
Results
Simulation Study: Finite Sample ML—Estimation
Study and Implementation
Results
References
Discussion and Outlook
