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20072026
most citedAsymptotic theory of least squares estimators for nearly unstable processes under strong dependence

42 citations · 107 across the 9 of their papers we have counts for

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stat.ME2026

Generalised Linear Models Driven by Latent Processes: Asymptotic Theory and Applications

Wagner Barreto-Souza, Ngai Hang Chan

This paper introduces a class of generalised linear models (GLMs) driven by latent processes for modelling count, real-valued, binary, and positive continuous time series. Extendin…