FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS (Q4727244): Difference between revisions

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Latest revision as of 18:40, 17 June 2024

scientific article; zbMATH DE number 4001263
Language Label Description Also known as
English
FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
scientific article; zbMATH DE number 4001263

    Statements

    FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS (English)
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    1987
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    first-order integer-valued autoregressive process
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    conditional least squares
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    conditional maximum likelihood estimator
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    Yule-Walker estimators
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    stationary discrete time series
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    INAR
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    counting processes
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    correlation structure
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    distributional properties
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