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Contains R functions for simulating and estimating integer-valued trawl processes as described in the article Veraart (2019),"Modeling, simulation and inference for multivariate time series of counts using trawl processes", Journal of Multivariate Analysis, 169, pages 110-129, doi:10.1016/j.jmva.2018.08.012 and for simulating random vectors from the bivariate negative binomial and the bi- and trivariate logarithmic series distributions.
Citation | trawl citation info |
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