Maximum likelihood estimation of higher-order integer-valued autoregressive processes (Q3552860): Difference between revisions

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Property / author: Q374832 / rank
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Property / author: B. P. M. McCabe / rank
 
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00590.x / rank
 
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Latest revision as of 18:02, 2 July 2024

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Maximum likelihood estimation of higher-order integer-valued autoregressive processes
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    Maximum likelihood estimation of higher-order integer-valued autoregressive processes (English)
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    22 April 2010
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    time series of counts
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    INAR(p) model
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    Poisson autoregressive models
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    asymptotic relative efficiency
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