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

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Property / cites work: FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS / 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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