An INAR model with discrete Laplace marginal distributions
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Publication:288010
DOI10.1214/14-BJPS262zbMath1381.62252MaRDI QIDQ288010
Miodrag S. Djordjević, Aleksandar S. Nastić, Miroslav M. Ristić
Publication date: 23 May 2016
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1453211805
geometric distribution; \(\operatorname{INAR}(1)\) model; discrete Laplace distribution; negative binomial thinning; skew discrete Laplace distribution
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M09: Non-Markovian processes: estimation
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