Efficient parameter estimation for independent and INAR(1) negative binomial samples
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Publication:870516
DOI10.1007/s00184-006-0071-xzbMath1106.62028OpenAlexW2029834013MaRDI QIDQ870516
Vippal Savani, Anatoly A. Zhigljavsky
Publication date: 12 March 2007
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-006-0071-x
INAR(1) processMaximum likelihoodinadmissibilityMethod of momentsEfficiency of estimatorsNegative binomial distribution
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Cites Work
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- Approximation Theorems of Mathematical Statistics
- Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
- Some ARMA models for dependent sequences of poisson counts
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Efficient Estimation of Parameters of the Negative Binomial Distribution
- SAMPLING THEORY OF THE NEGATIVE BINOMIAL AND LOGARITHMIC SERIES DISTRIBUTIONS
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