A Poisson INAR(1) process with a seasonal structure (Q5222339): Difference between revisions

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+Q3511004
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+Some ARMA models for dependent sequences of poisson counts
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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+Thinning operations for modeling time series of counts -- a survey
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+Estimation in conditional first order autoregression with discrete support
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+Asymptotic properties of CLS estimators in the Poisson AR(1) model
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+Integer-valued autoregressive processes with periodic structure
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+Analysis of low count time series data by poisson autoregression
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+Inference for INAR\((p)\) processes with signed generalized power series thinning operator
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+Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
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+Discrete analogues of self-decomposability and stability
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+On conditional least squares estimation for stochastic processes
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+Q4356562
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+THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
@@ Property / cites work: THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL / rank @@
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+Q2923459
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+Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model
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