Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes (Q2507712)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes |
scientific article |
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Asymptotic distribution of the Yule--Walker estimator for INAR\((p)\) processes (English)
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5 October 2006
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INAR process
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autocovariance distribution
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Yule--Walker estimation
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delta method
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