THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL (Q3349821): Difference between revisions
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Property / author: Yu'an Li / rank | |||
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Property / author: Yu'an Li / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1991.tb00073.x / rank | |||
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Property / OpenAlex ID: W2047636878 / rank | |||
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Property / cites work: Q5737099 / rank | |||
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Property / cites work: Q4114551 / rank | |||
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Property / cites work: On conditional least squares estimation for stochastic processes / rank | |||
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Property / cites work: Discrete analogues of self-decomposability and stability / rank | |||
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Latest revision as of 16:10, 21 June 2024
scientific article
Language | Label | Description | Also known as |
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English | THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL |
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Statements
THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL (English)
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1991
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discrete time series
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INAR model
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autoregressive process of general order
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non-negative ineger-valued random variates
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independent binomial thinning
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unique stationary solution
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ergodic
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autocorrelation function
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autocovariance
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strongly consistent
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Yule-Walker estimates
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conditional least squares estimators
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asymptotically normal
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