THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL (Q3349821): Difference between revisions
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Revision as of 10:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL |
scientific article |
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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