Count Data Time Series Modelling in Julia—The CountTimeSeries.jl Package and Applications
A new software package for the Julia language, CountTimeSeries.jl, is under review, which provides likelihood based methods for integer-valued time series. The package’s functionalities are showcased in a simulation study on finite sample properties of Maximum Likelihood (ML) estimation and three re...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-05-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/23/6/666 |