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.
Chicago Style (17th ed.) CitationDrescher, 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. 2008.
MLA (9th ed.) CitationDrescher, 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. 2008.
Warning: These citations may not always be 100% accurate.