Some geometric mixed integer-valued autoregressive (INAR) models

DOI10.1016/j.spl.2012.01.007zbMath1242.62103MaRDI QIDQ434724

Miroslav M. Ristić, Aleksandar S. Nastić

Publication date: 16 July 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.01.007

zbMATH Keywords

binomial thinning; negative binomial thinning; geometric marginal distribution; INAR(1) models; INAR(2) models

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M09: Non-Markovian processes: estimation

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