Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model (Q4677015)
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scientific article; zbMATH DE number 2169588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model |
scientific article; zbMATH DE number 2169588 |
Statements
Difference Equations for the Higher‐Order Moments and Cumulants of the INAR(1) Model (English)
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20 May 2005
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integer-valued autoregression
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spectral density
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Whittle likelihood
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bispectrum
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