Financial data modeling by Poisson
In many financial applications, Poisson mixture regression models are commonly used to analyze heterogeneous count data. When fitting these models, the observed counts are supposed to come from two or more subpopulations and parameter estimation is typically performed by means of maximum likelihood...
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| Formato: | article |
| Idioma: | eng |
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2013
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| Texto completo: | http://hdl.handle.net/1822/26887 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/26887 |