Drescher, D. (2008). Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series ([Mikrofiche-Ausg.].).
Chicago-Zitierstil (17. Ausg.)Drescher, Daniel. Testing for the Existence of a Latent Process and Autocorrelation in the Poisson Regression Model for Count Data with Application to Ultra High Frequency Financial Time Series. [Mikrofiche-Ausg.]. 2008.
MLA-Zitierstil (9. Ausg.)Drescher, Daniel. Testing for the Existence of a Latent Process and Autocorrelation in the Poisson Regression Model for Count Data with Application to Ultra High Frequency Financial Time Series. [Mikrofiche-Ausg.]. 2008.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.